Table 2 Estimated MSEs for \(\gamma =2\), p = 3 and \(n=50\). Bold value indicates minimum MSE.
From: New ridge parameter estimators for the quasi-Poisson ridge regression model
\(\rho\) | 0.8 | 0.9 | 0.95 | 0.99 |
|---|---|---|---|---|
MSE (MLE) | 20.08 | 34.21 | 64.44 | 300.33 |
MSE (\({k}_{1}\)) | 14.99 | 25.25 | 46.53 | 221.37 |
MSE (\({k}_{2}\)) | 12.25 | 20.48 | 39.22 | 191.61 |
MSE (\({k}_{3}\)) | 3.81 | 3.76 | 3.72 | 3.62 |
MSE (\({k}_{4}\)) | 3.79 | 3.73 | 3.75 | 3.42 |
MSE (\({k}_{5}\)) | 3.89 | 3.77 | 3.76 | 3.45 |
MSE (\({k}_{6}\)) | 3.83 | 3.81 | 3.92 | 3.48 |
MSE (\({k}_{7}\)) | 3.85 | 3.82 | 3.93 | 3.49 |
MSE (\({k}_{8}\)) | 3.91 | 3.92 | 4.02 | 3.53 |
MSE (\({k}_{9}\)) | 4.16 | 4.00 | 4.00 | 4.00 |
MSE (\({k}_{10}\)) | 15.22 | 28.91 | 58.64 | 293.80 |
MSE (\({k}_{11}\)) | 4.00 | 4.00 | 4.00 | 4.00 |
MSE (\({k}_{12}\)) | 3.83 | 3.81 | 3.80 | 3.81 |
MSE (\({k}_{13}\)) | 15.81 | 26.94 | 51.50 | 244.28 |
MSE (\({k}_{14}\)) | 18.33 | 30.88 | 58.04 | 270.35 |
MSE (\({k}_{15}\)) | 3.65 | 3.46 | 3.37 | 5.00 |
MSE (\({k}_{16}\)) | 3.80 | 3.80 | 3.85 | 3.94 |
