Description Usage Arguments Details Value Author(s) References See Also Examples
liu
can be used to find the Liu Estimated values and corresponding scalar Mean Square Error (MSE) value in the linear model. Further the variation of MSE can be shown graphically.
1 |
formula |
in this section interested model should be given. This should be given as a |
d |
a single numeric value or a vector of set of numeric values. See ‘Examples’. |
data |
an optional data frame, list or environment containing the variables in the model. If not found in |
na.action |
if the dataset contain |
... |
currently disregarded. |
Since formula has an implied intercept term, use either y ~ x - 1
or y ~ 0 + x
to remove the intercept.
Use plot
so as to obtain the variation of scalar MSE values graphically. See ‘Examples’.
If d
is a single numeric values then liu
returns the Liu Estimated values, standard error values, t statistic values, p value and corresponding scalar MSE value.
If d
is a vector of set of numeric values then liu
returns all the scalar MSE values and corresponding parameter values of Liu Estimator.
P.Wijekoon, A.Dissanayake
Liu, K. (1993) A new class of biased estimate in linear regression in Communications in Statistics-Theory and Methods 22, pp. 393–402.
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## Portland cement data set is used.
data(pcd)
d<-0.05
liu(Y~X1+X2+X3+X4-1,d,data=pcd) # Model without the intercept is considered.
## To obtain the variation of MSE of Liu Estimator.
data(pcd)
d<-c(0:10/10)
plot(liu(Y~X1+X2+X3+X4-1,d,data=pcd),main=c("Plot of MSE of Liu Estimator"),
type="b",cex.lab=0.6,adj=1,cex.axis=0.6,cex.main=1,las=1,lty=3,cex=0.6)
mseval<-data.frame(liu(Y~X1+X2+X3+X4-1,d,data=pcd))
smse<-mseval[order(mseval[,2]),]
points(smse[1,],pch=16,cex=0.6)
|
$`*****Liu Estimator*****`
Estimate Standard_error t_statistic p_value
X1 2.1800 0.1837 11.8641 0.0000
X2 1.1563 0.0476 24.3039 0.0000
X3 0.7491 0.1583 4.7326 0.0011
X4 0.4883 0.0412 11.8477 0.0000
$`*****Mean square error value*****`
MSE
0.0631
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.