Other packages > Find by keyword >

lrmest  

Different Types of Estimators to Deal with Multicollinearity
View on CRAN: Click here


Download and install lrmest package within the R console
Install from CRAN:
install.packages("lrmest")

Install from Github:
library("remotes")
install_github("cran/lrmest")

Install by package version:
library("remotes")
install_version("lrmest", "3.0")



Attach the package and use:
library("lrmest")
Maintained by
Ajith Dissanayake
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-08-31
Latest Update:
Description:
When multicollinearity exists among predictor variables of the linear model, least square estimators does not provide a better solution for estimating parameters. To deal with multicollinearity several estimators are proposed in the literature. Some of these estimators are Ordinary Least Square Estimator (OLSE), Ordinary Generalized Ordinary Least Square Estimator (OGOLSE), Ordinary Ridge Regression Estimator (ORRE), Ordinary Generalized Ridge Regression Estimator (OGRRE), Restricted Least Square Estimator (RLSE), Ordinary Generalized Restricted Least Square Estimator (OGRLSE), Ordinary Mixed Regression Estimator (OMRE), Ordinary Generalized Mixed Regression Estimator (OGMRE), Liu Estimator (LE), Ordinary Generalized Liu Estimator (OGLE), Restricted Liu Estimator (RLE), Ordinary Generalized Restricted Liu Estimator (OGRLE), Stochastic Restricted Liu Estimator (SRLE), Ordinary Generalized Stochastic Restricted Liu Estimator (OGSRLE), Type (1),(2),(3) Liu Estimator (Type-1,2,3 LTE), Ordinary Generalized Type (1),(2),(3) Liu Estimator (Type-1,2,3 OGLTE), Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 ALTE), Ordinary Generalized Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 OGALTE), Almost Unbiased Ridge Estimator (AURE), Ordinary Generalized Almost Unbiased Ridge Estimator (OGAURE), Almost Unbiased Liu Estimator (AULE), Ordinary Generalized Almost Unbiased Liu Estimator (OGAULE), Stochastic Restricted Ridge Estimator (SRRE), Ordinary Generalized Stochastic Restricted Ridge Estimator (OGSRRE), Restricted Ridge Regression Estimator (RRRE) and Ordinary Generalized Restricted Ridge Regression Estimator (OGRRRE). To select the best estimator in a practical situation the Mean Square Error (MSE) is used. Using this package scalar MSE value of all the above estimators and Prediction Sum of Square (PRESS) values of some of the estimators can be obtained, and the variation of the MSE and PRESS values for the relevant estimators can be shown graphically.
How to cite:
Ajith Dissanayake (2013). lrmest: Different Types of Estimators to Deal with Multicollinearity. R package version 3.0, https://cran.r-project.org/web/packages/lrmest. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:54), 1.0 (2013-08-31 18:42), 3.0 (2016-05-14 23:22)
Other packages that cited lrmest R package
View lrmest citation profile
Other R packages that lrmest depends, imports, suggests or enhances
Complete documentation for lrmest
Functions, R codes and Examples using the lrmest R package
Some associated functions: alte1 . alte2 . alte3 . aul . aur . checkm . liu . lrmest2-package . lte1 . lte2 . lte3 . mixe . ogalt1 . ogalt2 . ogalt3 . ogaul . ogaur . ogliu . oglt1 . oglt2 . oglt3 . ogmix . ogols . ogre . ogrliu . ogrls . ogrrre . ogsrliu . ogsrre . ols . optimum . pcd . rid . rliu . rls . rrre . srliu . srre . 
Some associated R codes: goeed.R . optimum.R .  Full lrmest package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

Rnmr1D  
Perform the Complete Processing of a Set of Proton Nuclear Magnetic Resonance Spectra
Perform the complete processing of a set of proton nuclear magnetic resonance spectra from the free ...
Download / Learn more Package Citations See dependency  
tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA