liureg (version 1.1.2)

plot.infoliu: Model Selection Criteria Plots

Description

Plot of the Liu AIC and BIC model selection criteria against Liu degrees of freedom.

Usage

# S3 method for infoliu
plot(x, abline = TRUE, …)

Arguments

x

An object of class "liu".

abline

Vertical line to show minimum value of Liu MSE at certain of Liu degrees of freedom.

…

Not presently used in this implementation.

Value

Nothing returned

Details

Plot of the Liu AIC and BIC against the Liu degree of freedom (sum of diagonal elements of the Liu Hat matrix). A vertical line represents the minimum Liu MSE at certain value of the Liu degree of freedom.

References

Akaike, H. (1974). A new look at the Statistical Model Identification. IEEE Transaction on Automatic Control, 9(6), 716--723. https://doi.org/10.1109/TAC.1974.1100705.

Imdad, M. U. (2017). Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan).

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.

Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6(2), 461--464. https://projecteuclid.org/euclid.aos/1176344136.

See Also

Liu model fitting liu, Liu residuals residuals.liu, Liu PRESS press.liu, Testing of Liu Coefficients summary.liu, bias variance trade-off plot.biasliu

Examples

# NOT RUN {
mod<- liu(y~., as.data.frame(Hald), d = seq(-5, 5, 0.1))
## for indication of minimum MSE at Liu df (as vertical line)
plot.infoliu(mod)

## without vertical line
plot.infoliu(mod, abline = FALSE)
# }