lrmest: Different Types of Estimators to Deal with Multicollinearity

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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.

Author
Ajith Dissanayake [aut, cre], P. Wijekoon [aut], R-core [cph]
Date of publication
2016-05-14 23:22:37
Maintainer
Ajith Dissanayake <sudeera333@gmail.com>
License
GPL-2 | GPL-3
Version
3.0

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