Table 25 Estimated MSEs for \(\gamma =4\), p = 6 and \(n=200\). 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) | 73.61 | 125.90 | 235.38 | 1125.75 |
MSE (\({k}_{1}\)) | 56.61 | 98.17 | 181.70 | 886.62 |
MSE (\({k}_{2}\)) | 46.07 | 81.18 | 154.47 | 761.00 |
MSE (\({k}_{3}\)) | 3.91 | 3.87 | 3.83 | 3.77 |
MSE (\({k}_{4}\)) | 5.48 | 5.53 | 5.25 | 3.84 |
MSE (\({k}_{5}\)) | 5.07 | 4.70 | 4.30 | 3.53 |
MSE (\({k}_{6}\)) | 5.98 | 6.25 | 5.98 | 4.18 |
MSE (\({k}_{7}\)) | 6.85 | 7.36 | 7.15 | 4.73 |
MSE (\({k}_{8}\)) | 7.46 | 8.17 | 7.80 | 5.01 |
MSE (\({k}_{9}\)) | 4.02 | 4.02 | 4.02 | 4.02 |
MSE (\({k}_{10}\)) | 61.53 | 113.67 | 223.26 | 1113.51 |
MSE (\({k}_{11}\)) | 4.02 | 4.02 | 4.02 | 4.02 |
MSE (\({k}_{12}\)) | 3.86 | 3.84 | 3.82 | 3.79 |
MSE (\({k}_{13}\)) | 67.04 | 115.26 | 216.48 | 1041.61 |
MSE (\({k}_{14}\)) | 71.73 | 122.69 | 229.35 | 1097.64 |
MSE (\({k}_{15}\)) | 4.11 | 3.93 | 4.08 | 12.73 |
MSE (\({k}_{16}\)) | 3.88 | 3.90 | 3.93 | 3.99 |