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A new robust ridge parameter estimator based on search method for linear regression model

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Table 1. A part of MSE results obtained from different k parameters in the first stage of search.
Table 2. Part of simulation results used to obtain the k value. k search k 1 k 2 k 3 n ρ p 3.185 0.57811 5.12608 1.04781 20 0.1 7 4.373 0.63783 4.46262 0.49421 20 0.7 5 1.223 1.64366 2.87248 1.07251 20 0.1 5 3.679 0.99958 2.71986 1.52776 20 0.5 5 5.718 0.8
Table 5. MSE results obtained from p = 3, ρ = 0.3 and ρ = 0.4, different sample sizes and different ridge parameter estimators.
Table 6. MSE results obtained from p = 3, ρ = 0.5 and ρ = 0.6, different sample sizes and different ridge parameter estimators.
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