Description Usage Arguments Details References
View source: R/ltsbaseSummary.R
Returns and lists the minimum MSE value, the biasing parameter obtained at that minimum MSE value and extract the coefficients of the corresponding regression model given in object.
1 | ltsbaseSummary(object)
|
object |
an object of class " |
The model fitted includes no intercept term. ltsbaseSummary
computes the modified MSE for Ridge and Liu estimates based on LTS method.
There are other MSE comparisons of the estimators such as:
F. Akdeniz and H. Erol (2003) Mean squared error matrix comparisons of some biased estimators in linear regression, Comm. Statist. Theory Methods, 32, 2389-2413.
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