A Simulation Study on Some Restricted Ridge Regression Estimators

This article considers several estimators for estimating the restricted ridge regression (RRR) estimators. A simulation study has been conducted to compare the performance of the estimators. Based on the simulation study, we found that, increasing the correlation between the independent variables has a positive effect on the mean square error (MSE). However, increasing the value of ρ has a negative effect on MSE. When the sample size increases, the MSE decreases even when the correlation between the independent variables is large. Some numerical examples have been considered to illustrate the performance of the estimators.