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ImpShrinkage (version 1.0.0)

Improved Shrinkage Estimations for Multiple Linear Regression

Description

A variety of improved shrinkage estimators in the area of statistical analysis: unrestricted; restricted; preliminary test; improved preliminary test; Stein; and positive-rule Stein. More details can be found in chapter 7 of Saleh, A. K. Md. E. (2006) .

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Install

install.packages('ImpShrinkage')

Monthly Downloads

173

Version

1.0.0

License

GPL (>= 2)

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Maintainer

Mina Norouzirad

Last Published

June 21st, 2023

Functions in ImpShrinkage (1.0.0)

predict.preliminaryTest

Extract Model Predictions Values
predict.positivestein

Extract Model Predictions Values
fitted.stein

Extract Model Fitted Values
predict.stein

Extract Model Predictions Values
iptReg

The improved preliminary test estimator
fitted.unrestricted

Extract Model Fitted Values
predict.unrestricted

Extract Model Predictions Values
residuals.unrestricted

Extract Model Residuals
predict.restricted

Extract Model Predictions Values
ptReg

The Preliminary Test Estimator
simdata

Simulation data
prstReg

The positive-rule Stein estimator
residuals.improvedpreliminaryTest

Extract Model Residuals
resReg

The restricted estimator
residuals.restricted

Extract Model Residuals
residuals.stein

Extract Model Residuals
unrReg

The Unrestricted estimator
stReg

The Stein estimator
teststat

Test-Statistics
residuals.preliminaryTest

Extract Model Residuals
residuals.positivestein

Extract Model Residuals
coefficients.restricted

Extract Model Coefficients
coefficients.positivestein

Extract Model Coefficients
cement

Hald's Cement Data
coefficients.preliminaryTest

Extract Model Coefficients
fitted.preliminaryTest

Extract Model Fitted Values
fitted.positivestein

Extract Model Fitted Values
coefficients.unrestricted

Extract Model Coefficients
coefficients.stein

Extract Model Coefficients
coefficients.improvedpreliminaryTest

Extract Model Coefficients
fitted.restricted

Extract Model Fitted Values
fitted.improvedpreliminaryTest

Extract Model Fitted Values
predict.improvedpreliminaryTest

Extract Model Predictions Values