Description Usage Arguments Details Value Author(s) References See Also Examples
This function can be used to find the 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 ‘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 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 rliu
returns all the scalar MSE values and corresponding parameter values of Restricted Liu Estimator.
P.Wijekoon, A.Dissanayake
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 | 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)
rliu(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 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(rliu(Y~X1+X2+X3+X4-1,r,R,delt,d,data=pcd),
main=c("Plot of MSE of 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(rliu(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)
|
$`*****Restricted Liu Estimator*****`
Estimate Standard_error t_statistic pvalue
X1 2.1800 0.0000 11.7661 0.0000
X2 1.1563 0.0000 24.1189 0.0000
X3 0.7491 0.0000 4.6963 0.0011
X4 0.4883 0.0197 NA NA
$`*****Mean square error value*****`
MSE
7e-04
Warning messages:
1: In model.matrix.default(md, cal, contrasts) :
non-list contrasts argument ignored
2: In model.matrix.default(md, cal, contrasts) :
non-list contrasts argument ignored
There were 12 warnings (use warnings() to see them)
There were 12 warnings (use warnings() to see them)
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