Description Usage Arguments Details Value Author(s) References Examples
This function can be used to find the Ordinary Generalized Restricted Least Square Estimated values and corresponding scalar Mean Square Error (MSE) value.
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 |
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.
In order to find the results of Ordinary Generalized Restricted Least Square Estimator, prior information should be specified.
ogrls
returns the Ordinary Generalized Restricted Least Square Estimated values, standard error values, t statistic values,p value and corresponding scalar MSE value.
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 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.