
Package: |
lrmest |
Type: |
Package |
Version: |
3.0 |
Date: |
2016-05-13 |
License: |
GPL-2 | GPL-3 |
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)
Liu, K. (1993) A new class of biased estimate in linear regression in Communications in Statistics-Theory and Methods 22, pp. 393--402
Nagler, J. (Updated 2011) Notes on Ordinary Least Square Estimators
Theil, H. and Goldberger, A.S. (1961) On pure and mixed statistical estimation in economics in International Economic review 2, pp. 65--78
Revan, M. (2009) A stochastic restricted ridge regression estimator in Journal of Multivariate Analysis, volume 100, issue 8, pp. 1706--1716
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
Sarkara, N. (1992), A new estimator combining the ridge regression and the restricted least squares methods of estimation in Communications in Statistics - Theory and Methods, volume 21, pp. 1987--2000. DOI:10.1080/03610929208830893
optimum
, pcd
## Portland cement dataset is used.
data(pcd)
attach(pcd)
k<-c(0:3/10)
d<-c(-3:3/10)
r<-c(2.1930,1.1533,0.75850)
R<-c(1,0,0,0,0,1,0,0,0,0,1,0)
dpn<-c(0.0439,0.0029,0.0325)
delt<-c(0,0,0)
aa1<-c(0.958451,1.021155,0.857821,1.040296)
aa2<-c(0.345454,1.387888,0.866466,1.354454)
aa3<-c(0.344841,1.344723,0.318451,1.523316)
optimum(Y~X1+X2+X3+X4-1,r,R,dpn,delt,aa1,aa2,aa3,k,d,data=pcd)
# Model without the intercept is considered.
## Use "press=TRUE" to get the optimum PRESS values only for some of
# the estimators.
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