Description Usage Arguments Details Value Author(s) References See Also Examples
This function can be used to find the Ordinary Generalized Restricted Liu Estimated values and corresponding scalar Mean Square Error (MSE) value. 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 |
r |
is a j by 1 matrix of linear restriction, r = Rβ + δ + ν. Values for |
R |
is a j by p of full row rank j ≤ p matrix of linear restriction, r = Rβ + δ + ν. Values for |
delt |
values of E(r) - Rβ and that should be given as either a |
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 plot
so as to obtain the variation of scalar MSE values graphically. See ‘Examples’.
If d
is a single numeric values then rliu
returns the Restricted 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 ogrliu
returns all the scalar MSE values and corresponding parameter values of Ordinary Generalized Restricted Liu Estimator.
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
Hubert, M.H. and Wijekoon, P. (2006) Improvement of the Liu estimator in the linear regression medel, Chapter (4-8)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | data(pcd)
d<-0.05
r<-c(2.1930,1.1533,0.75850)
R<-c(1,0,0,0,0,1,0,0,0,0,1,0)
delt<-c(0,0,0)
ogrliu(Y~X1+X2+X3+X4-1,r,R,delt,d,data=pcd)
# Model without the intercept is considered.
## To obtain the variation of MSE of
# Ordinary Generalized Resticted Liu Estimator.
data(pcd)
d<-c(0:10/10)
r<-c(2.1930,1.1533,0.75850)
R<-c(1,0,0,0,0,1,0,0,0,0,1,0)
delt<-c(0,0,0)
plot(ogrliu(Y~X1+X2+X3+X4-1,r,R,delt,d,data=pcd),
main=c("Plot of MSE of Ordinary Generalized Restricted 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(ogrliu(Y~X1+X2+X3+X4-1,r,R,delt,d,data=pcd))
smse<-mseval[order(mseval[,2]),]
points(smse[1,],pch=16,cex=0.6)
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