lrmest: Different Types of Estimators to Deal with Multicollinearity
Version 3.0

When multicollinearity exists among predictor variables of the linear model, least square estimators does not provide a better solution for estimating parameters. To deal with multicollinearity several estimators are proposed in the literature. Some of these estimators are Ordinary Least Square Estimator (OLSE), Ordinary Generalized Ordinary Least Square Estimator (OGOLSE), Ordinary Ridge Regression Estimator (ORRE), Ordinary Generalized Ridge Regression Estimator (OGRRE), Restricted Least Square Estimator (RLSE), Ordinary Generalized Restricted Least Square Estimator (OGRLSE), Ordinary Mixed Regression Estimator (OMRE), Ordinary Generalized Mixed Regression Estimator (OGMRE), Liu Estimator (LE), Ordinary Generalized Liu Estimator (OGLE), Restricted Liu Estimator (RLE), Ordinary Generalized Restricted Liu Estimator (OGRLE), Stochastic Restricted Liu Estimator (SRLE), Ordinary Generalized Stochastic Restricted Liu Estimator (OGSRLE), Type (1),(2),(3) Liu Estimator (Type-1,2,3 LTE), Ordinary Generalized Type (1),(2),(3) Liu Estimator (Type-1,2,3 OGLTE), Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 ALTE), Ordinary Generalized Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 OGALTE), Almost Unbiased Ridge Estimator (AURE), Ordinary Generalized Almost Unbiased Ridge Estimator (OGAURE), Almost Unbiased Liu Estimator (AULE), Ordinary Generalized Almost Unbiased Liu Estimator (OGAULE), Stochastic Restricted Ridge Estimator (SRRE), Ordinary Generalized Stochastic Restricted Ridge Estimator (OGSRRE), Restricted Ridge Regression Estimator (RRRE) and Ordinary Generalized Restricted Ridge Regression Estimator (OGRRRE). To select the best estimator in a practical situation the Mean Square Error (MSE) is used. Using this package scalar MSE value of all the above estimators and Prediction Sum of Square (PRESS) values of some of the estimators can be obtained, and the variation of the MSE and PRESS values for the relevant estimators can be shown graphically.

Browse man pages Browse package API and functions Browse package files

AuthorAjith Dissanayake [aut, cre], P. Wijekoon [aut], R-core [cph]
Date of publication2016-05-14 23:22:37
MaintainerAjith Dissanayake <sudeera333@gmail.com>
LicenseGPL-2 | GPL-3
Version3.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lrmest")

Man pages

alte1: Type (1) Adjusted Liu Estimator
alte2: Type (2) Adjusted Liu Estimator
alte3: Type (3) Adjusted Liu Estimator
aul: Almost Unbiased Liu Estimator
aur: Almost Unbiased Ridge Estimator
checkm: Check the degree of multicollinearity present in the dataset
liu: Liu Estimator
lrmest2-package: Estimation of varies types of estimators in the linear model
lte1: Type (1) Liu Estimator
lte2: Type (2) Liu Estimator
lte3: Type (3) Liu Estimator
mixe: Ordinary Mixed Regression Estimator
ogalt1: Ordinary Generalized Type (1) Adjusted Liu Estimator
ogalt2: Ordinary Generalized Type (2) Adjusted Liu Estimator
ogalt3: Ordinary Generalized Type (3) Adjusted Liu Estimator
ogaul: Ordinary Generalized Almost Unbiased Liu Estimator
ogaur: Ordinary Generalized Almost Unbiased Ridge Estimator
ogliu: Ordinary Generalized Liu Estimator
oglt1: Ordinary Generalized Type (1) Liu Estimator
oglt2: Ordinary Generalized Type (2) Liu Estimator
oglt3: Ordinary Generalized Type (3) Liu Estimator
ogmix: Ordinary Generalized Mixed Regression Estimator
ogols: Ordinary Generalized Ordinary Least Square Estimators
ogre: Ordinary Generalized Ridge Regression Estimator
ogrliu: Ordinary Generalized Restricted Liu Estimator
ogrls: Ordinary Generalized Restricted Least Square Estimator
ogrrre: Ordinary Generalized Restricted Ridge Regression Estimator
ogsrliu: Ordinary Generalized Stochastic Restricted Liu Estimator
ogsrre: Ordinary Generalized Stochastic Restricted Ridge Estimator
ols: Ordinary Least Square Estimators
optimum: Summary of optimum scalar Mean Square Error values of all...
pcd: Portland Cement Dataset
rid: Ordinary Ridge Regression Estimator
rliu: Restricted Liu Estimator
rls: Restricted Least Square Estimator
rrre: Restricted Ridge Regression Estimator
srliu: Stochastic Restricted Liu Estimator
srre: Stochastic Restricted Ridge Estimator

Functions

alte1 Man page Source code
alte2 Man page Source code
alte3 Man page Source code
aul Man page Source code
aur Man page Source code
checkm Man page Source code
liu Man page Source code
lrmest Man page
lrmest-package Man page
lte1 Man page Source code
lte2 Man page Source code
lte3 Man page Source code
mixe Man page Source code
ogalt1 Man page Source code
ogalt2 Man page Source code
ogalt3 Man page Source code
ogaul Man page Source code
ogaur Man page Source code
ogliu Man page Source code
oglt1 Man page Source code
oglt2 Man page Source code
oglt3 Man page Source code
ogmix Man page Source code
ogols Man page Source code
ogre Man page Source code
ogrliu Man page Source code
ogrls Man page Source code
ogrrre Man page Source code
ogsrliu Man page Source code
ogsrre Man page Source code
ols Man page Source code
optimum Man page Source code
pcd Man page
rid Man page Source code
rliu Man page Source code
rls Man page Source code
rrre Man page Source code
srliu Man page Source code
srre Man page Source code

Files

NAMESPACE
data
data/pcd.rda
R
R/ride.r
R/aule.r
R/lt3.r
R/rlse.r
R/ogaul.r
R/ogrrre.r
R/ogaure.r
R/srliue.r
R/rliue.r
R/ogsrl.r
R/oglte1.r
R/ogrliu.r
R/aure.r
R/ogalte3.r
R/ogalte2.r
R/lt1.r
R/ogliu.r
R/srr.r
R/alte1.r
R/ogmix.r
R/mix.r
R/olse.r
R/ogalte1.r
R/optimum.R
R/ogrid.r
R/checkmt.r
R/rrr.r
R/liue.r
R/oglte2.r
R/lt2.r
R/oglte3.r
R/alte2.r
R/goeed.R
R/ogrls.r
R/ogsrre.r
R/alte3.r
MD5
DESCRIPTION
man
man/ogmix.Rd
man/rliu.Rd
man/checkm.Rd
man/alte2.Rd
man/ogrliu.Rd
man/ogsrre.Rd
man/lte2.Rd
man/ogaul.Rd
man/alte3.Rd
man/rid.Rd
man/rls.Rd
man/oglt2.Rd
man/liu.Rd
man/ogalt3.Rd
man/oglt1.Rd
man/lrmest2-package.Rd
man/oglt3.Rd
man/alte1.Rd
man/ogre.Rd
man/lte1.Rd
man/ogsrliu.Rd
man/ols.Rd
man/ogalt2.Rd
man/ogliu.Rd
man/lte3.Rd
man/rrre.Rd
man/ogols.Rd
man/srliu.Rd
man/pcd.Rd
man/mixe.Rd
man/ogrrre.Rd
man/aul.Rd
man/aur.Rd
man/optimum.Rd
man/ogalt1.Rd
man/ogaur.Rd
man/ogrls.Rd
man/srre.Rd
lrmest documentation built on May 19, 2017, 6:44 a.m.