Description Usage Arguments Details Value Author(s) References See Also Examples
This function can be used to find the Type (2) Liu Estimated values, corresponding scalar Mean Square Error (MSE) value in the linear model. Further the variation of MSE values can be shown graphically.
1 |
formula |
in this section interested model should be given. This should be given as a |
k |
a single numeric value or a vector of set of numeric values. See ‘Example’. |
d |
a single numeric value or a vector of set of numeric values. See ‘Example’. |
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 matplot
so as to obtain the variation of scalar MSE values graphically. See ‘Examples’.
If k
and d
are single numeric values then oglt2
returns the Ordinary Generalized Type (2) Liu Estimated values, standard error values, t statistic values, p value, corresponding scalar MSE value.
If k
and d
are vector of set of numeric values then oglt2
returns the matrix of scalar MSE values of Ordinary Generalized Type (2) Liu Estimator by representing k
and d
as column names and row names respectively.
P.Wijekoon, A.Dissanayake
Arumairajan, S. and Wijekoon, P. (2015) ] Optimal Generalized Biased Estimator in Linear Regression Model in Open Journal of Statistics, pp. 403–411
Rong,Jian-Ying (2010) Adjustive Liu Type Estimators in linear regression models in communication in statistics-simulation and computation, volume 39 DOI:10.1080/03610918.2010.484120
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ## Portland cement data set is used.
data(pcd)
k<-0.1650
d<--0.1300
oglt2(Y~X1+X2+X3+X4-1,k,d,data=pcd)
# Model without the intercept is considered.
## To obtain the variation of MSE of Ordinary Generalized Type (2) Liu
# Estimator.
data(pcd)
k<-c(0:5/10)
d<-c(425:440/10)
msemat<-oglt2(Y~X1+X2+X3+X4-1,k,d,data=pcd)
matplot(d,oglt2(Y~X1+X2+X3+X4-1,k,d,data=pcd),type="l",ylab=c("MSE"),
main=c("Plot of MSE of Ordinary Generalized Type (2) Liu Estimator"),
cex.lab=0.6,adj=1,cex.axis=0.6,cex.main=1,las=1,lty=3)
text(y=msemat[1,],x=d[1],labels=c(paste0("k=",k)),pos=4,cex=0.6)
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