Comparisons of Efficiency of the AUGR Estimator with That of the GR Estimator and the OLS Estimator in the Sense of Mean Squared Error

Comparisons are made between the almost unbiased generalized ridge(AUGR) estimator and the generalized ridge(GR) estimator and between the AUGR estimator and the Ordinary least squared(OLS) estimator in the sense of their mean squared errors(MSE).Some sufficient conditions are given,under which AUGR estimator is better than the GR estimator and AUGR estimator is better than the OLS estimator.