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 28 Aug. 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

NPflow  
Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data
Dirichlet process mixture of multivariate normal, skew normal or skew t-distributions modeling orie ...
Download / Learn more Package Citations See dependency  
mxnorm  
Apply Normalization Methods to Multiplexed Images
Implements methods to normalize multiplexed imaging data, including statistical metrics and visuali ...
Download / Learn more Package Citations See dependency  
spatialCovariance  
Computation of Spatial Covariance Matrices for Data on Rectangles
Functions that compute the spatial covariance matrix for the matern and power classes of spatial mod ...
Download / Learn more Package Citations See dependency  
shinyFeedback  
Display User Feedback in Shiny Apps
Easily display user feedback in Shiny apps. ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
survivalMPLdc  
Penalised Likelihood for Survival Analysis with Dependent Censoring
Fitting Cox proportional hazard model under dependent right censoring using copula and maximum penal ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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