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fastliu (version 1.0)

lamest: Computation of Liu Tuning Parameter

Description

lamest computes the Liu tuning parameters provided in the literature. The tuning parameter estimates are based on

Usage

lamest(obj, ...)

Value

The return object is the Liu tuning parameter estimates based on the literature.

Arguments

obj

An object of class liureg.

...

Not used in this implemetation.

Author

Murat Genç and Ömer Özbilen

Details

The lamest function computes the following tuning parameter estimates available in the literature.

lam.mm (Liu, 1993)\(\displaystyle{1-\hat{\sigma}^{2}\left(\frac{\sum\limits _{j=1}^{p}\frac{1}{\lambda_{j}\left(1+\lambda_{j}\right)}}{\sum\limits _{j=1}^{p}\frac{\hat{\alpha}_{j}^{2}}{\left(1+\lambda_{j}\right)^{2}}}\right)}\)
lam.CL (Liu, 1993)\(\displaystyle{1-\hat{\sigma}^{2}\left(\frac{\sum\limits _{j=1}^{p}\frac{1}{\left(1+\lambda_{j}\right)}}{\sum\limits _{j=1}^{p}\frac{\lambda_{j}\hat{\alpha}_{j}^{2}}{\left(1+\lambda_{j}\right)^{2}}}\right)}\)
lam.opt (Liu, 1993)\(\displaystyle{\frac{\sum\limits _{j=1}^{p}\left(\frac{\alpha_{j}^{2}-\sigma^{2}}{\left(1+\lambda_{j}\right)^{2}}\right)}{\sum\limits _{j=1}^{p}\left(\frac{\sigma^{2}+\lambda_{j}\alpha_{j}^{2}}{\lambda_{j}\left(1+\lambda_{j}\right)^{2}}\right)}}\)
lam.OK (Ozkale and Kaciranlar, 2007; Liu, 2011)\(\displaystyle{\frac{\sum\limits _{i=1}^{n}\frac{\tilde{e}_{i}}{1-g_{ii}}\left(\frac{\tilde{e}_{i}}{1-h_{1-ii}}-\frac{\hat{e}_{i}}{1-h_{ii}}\right)}{\sum\limits _{i=1}^{n}\left(\frac{\tilde{e}_{i}}{1-g_{ii}}-\frac{\hat{e}_{i}}{1-h_{ii}}\right)^{2}}}\) with \(\hat{e}_{i}=y_{i}-\mathbf{x}_{i}^{T}\left(\mathbf{X}^{T}\mathbf{X}-\mathbf{x}_{i}\mathbf{x}_{i}^{T}\right)^{-1}\left(\mathbf{X}^{T}\mathbf{y}-\mathbf{x}_{i}y_{i}\right)\) and \(\tilde{e}_{i}=y_{i}-\mathbf{x}_{i}^{T}\left(\mathbf{X}^{T}\mathbf{X}+\mathbf{I}-\mathbf{x}_{i}\mathbf{x}_{i}^{T}\right)^{-1}\left(\mathbf{X}^{T}\mathbf{y}-\mathbf{x}_{i}y_{i}\right)\) where \(g_{ii}\) and \(h_{ii}\) are the \(i\)th diagonal elements of \(\mathbf{G}=\mathbf{X}\left(\mathbf{X}^{T}\mathbf{X}+\mathbf{I}\right)^{-1}\mathbf{X}^{T}\) and \(\mathbf{H=}\mathbf{X}\left(\mathbf{X}^{T}\mathbf{X}\right)^{-1}\mathbf{X}^{T}\), respectively.
lam.GCVThis is the \(\lambda\) value corresponding to the minimum of the generalized cross-validition (GCV) values. The GCV is computed by \(\frac{\mathrm{SSR}_{\lambda}}{n-1-\mathrm{trace}\left(\mathbf{H}_{\lambda}\right)}\) where \(\mathrm{SSR}_{\lambda}\) is the residual sum of squares and \(\mathrm{trace}\left(\mathbf{H}_{\lambda}\right)\) is the trace of the hat matrix at corresponding value of \(\lambda\) from Liu regression.

References

Liu, K. (1993). A new class of blased estimate in linear regression. Communications in Statistics-Theory and Methods, 22(2), 393-402. tools:::Rd_expr_doi("10.1080/03610929308831027").

Liu, X. Q. (2011). Improved Liu estimator in a linear regression model. Journal of Statistical Planning and Inference, 141(1), 189-196. tools:::Rd_expr_doi("10.1016/j.jspi.2010.05.030").

Ozkale, M. R. and Kaciranlar, S. (2007). A prediction-oriented criterion for choosing the biasing parameter in Liu estimation. Communications in Statistics-Theory and Methods, 36(10), 1889-1903. tools:::Rd_expr_doi("10.1080/03610920601126522"). Imdadullah, M., Aslam, M., and Altaf, S., (2017). liureg: A Comprehensive R Package for the Liu Estimation of Linear Regression Model with Collinear Regressors. The R Journal, 9(2), 232-247.

See Also

liureg(), predict(), summary(), pressliu(), residuals()

Examples

Run this code
Hitters <- na.omit(Hitters)
X <- model.matrix(Salary ~ ., Hitters)[, -1]
y <- Hitters$Salary
lam <- seq(0, 1, 0.01)
liu.mod <- liureg(X, y, lam)
lamest(liu.mod)

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