lrmest: Different Types of Estimators to Deal with Multicollinearity

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.

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

View on CRAN

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

Files in this package

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

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