Statistics, Department of

The R Journal
Date of this Version
12-2017
Document Type
Article
Citation
The R Journal (December 2017) 9(2); Editor: Roger Bivand
Abstract
The Liu regression estimator is now a commonly used alternative to the conventional ordinary least squares estimator that avoids the adverse effects in the situations when there exists a considerable degree of multicollinearity among the regressors. There are only a few software packages available for estimation of the Liu regression coefficients, though with limited methods to estimate the Liu biasing parameter without addressing testing procedures. Our liureg package can be used to estimate the Liu regression coefficients utilizing a range of different existing biasing parameters, to test these coefficients with more than 15 Liu related statistics, and to present different graphical displays of these statistics.
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Comments
Copyright 2017, The R Foundation. Open access material. License: CC BY 4.0