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raiseR  

Raise Regression and Robust Methods for Multicollinearity
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("raiseR", "0.1.0")



Attach the package and use:
library("raiseR")
Maintained by
Jinse Jacob
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All associated links for this package
First Published: 2026-09-15
Latest Update: 2026-09-15
Description:
Implements Raise Regression as an inference-preserving alternative to Ridge Regression for combating multicollinearity in linear models, including the classical single-variable Raise Regression, the Simultaneous Raise Regression (SRR) based on QR decomposition and the Sequential Variance Inflation Factor (SVIF) of Jacob and Varadharajan (2022) <doi:10.1007/s11135-022-01557-9>, and the original raise parameter selection strategy of Jacob and Varadharajan (2023) <doi:10.13189/ms.2023.110106>. Also implements Robust Raise Regression for data contaminated by outliers, with exact finite-sample inference (sandwich standard errors, Wald tests, Satterthwaite-corrected degrees of freedom) obtained by down-weighting observations using Stahel-Donoho projection outlyingness and Tukey's biweight function. Provides ordinary and robust Ridge Regression (Hoerl and Kennard, 1970, <doi:10.1080/00401706.1970.10488634>), ordinary and robust Liu Regression (Liu, 1993, <doi:10.1080/03610929308831027>), with the robust variants of both based on the MM-estimates of Yohai (1987, <doi:10.1214/aos/1176350366>) and, for Liu Regression specifically, the biasing-parameter derivation of Filzmoser and Kurnaz (2018) <doi:10.1080/03610918.2016.1271889>. Also provides the classical Variance Inflation Factor (VIF) and Condition Number (Belsley, 1991) computed from the correlation matrix of the predictors, and the Robust Variance Inflation Factor (RVIF) and robust Condition Number of Jacob and Varadharajan (2024, Sankhya B, <doi:10.1007/s13571-024-00342-y>), which use the same projection outlyingness and biweight down-weighting scheme to obtain a weighted correlation matrix that resists the influence of outliers. A flexible scaleDat() function supports classical (mean and standard deviation), robust weighted (Stahel-Donoho and Tukey biweight), median and Median Absolute Deviation Normalized (MADN, the median absolute deviation scaled by 1.4826 to estimate the standard deviation under normality), and min-max scaling. Diagnostic and goodness-of-fit plots, and the standard influence-diagnostic suite (Cook's distance, DFBETAS and COVRATIO regression diagnostics) and heteroskedasticity tests (via the 'lmtest' and 'car' packages) analogous to those for objects of class 'lm', are provided for the exact, unbiased Raise Regression fit.
How to cite:
Jinse Jacob (2026). raiseR: Raise Regression and Robust Methods for Multicollinearity. R package version 0.1.0, https://cran.r-project.org/web/packages/raiseR. Accessed 15 Oct. 2026.
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