A New Ridge-Type Estimator for the Gamma Regression Model

Table 2

Estimated mean squared error when p = 7.

	n	ρ	MLE	GRE-k	GLE-d	GKL ()	GKL ()
0.5	20	0.95	4.049	2.193	3.473	2.784	2.165
		0.99	17.213	6.962	15.174	10.464	6.451
		0.999	172.420	63.921	164.530	102.441	55.631
	50	0.95	2.393	1.525	2.188	1.800	1.520
		0.99	7.742	3.192	7.036	4.588	2.509
		0.999	69.729	22.843	67.015	36.936	22.786
	200	0.95	1.375	1.155	1.282	1.252	1.103
		0.99	2.131	1.210	1.750	1.561	1.207
		0.999	9.941	1.658	8.325	4.507	1.431
1	20	0.95	7.397	4.424	6.884	5.075	3.476
		0.99	34.889	19.071	33.216	22.709	11.262
		0.999	356.808	192.852	350.583	231.657	123.844
	50	0.95	4.790	3.348	4.651	3.564	2.779
		0.99	19.784	12.398	19.291	13.428	5.905
		0.999	191.838	116.591	189.700	126.654	35.276
	200	0.95	1.644	1.462	1.549	1.402	1.348
		0.99	3.269	1.583	2.839	2.125	1.437
		0.999	20.402	4.716	18.550	9.311	4.049