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: 2016-05-14
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 06 Apr. 2025.
Previous versions and publish date:
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
03/0703/1103/1303/1503/2003/2103/2203/2303/2803/2903/3004/0204/04Downloads for lrmest11.522.533.54TrendBars

Today's Hot Picks in Authors and Packages

spCP  
Spatially Varying Change Points
Implements a spatially varying change point model with unique intercepts, slopes, variance intercep ...
Download / Learn more Package Citations See dependency  
ider  
Various Methods for Estimating Intrinsic Dimension
An implementation of various methods for estimating intrinsic dimension of vector-valued dataset or ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
danstat  
R Client for the Statistics Denmark Databank API
The purpose of the package is to enable an R function interface into the Statistics Denmark Databank ...
Download / Learn more Package Citations See dependency  
listarrays  
A Toolbox for Working with R Arrays in a Functional Programming Style
A toolbox for R arrays. Flexibly split, bind, reshape, modify, subset and name arrays. ...
Download / Learn more Package Citations See dependency  
FuzzyQ  
Fuzzy Quantification of Common and Rare Species
Fuzzy clustering of species in an ecological community as common or rare based on their abundance a ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

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