# lrmest v1.0

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## Different types of estimators to deal with multicollinearity.

When multicollinearity exists among predictor variables of the linear model, least square estimators does not provide a better solution for estimating parameters. To deal with multicollinearity several estimators are proposed in the literature. Some of these estimators are Ordinary Least Square Estimator (OLSE), Ordinary Ridge Regression Estimator (ORRE), Restricted Least Square Estimator (RLSE), Ordinary Mixed Regression Estimator (OMRE), Liu Estimator (LE), Restricted Liu Estimator (RLE), Stochastic Restricted Liu Estimator (SRLE), Type (1) Liu Estimator (Type-1 LTE), Type (2) Liu Estimator (Type-2 LTE), Type (3) Liu Estimator (Type-3 LTE), Type (1) Adjusted Liu Estimator (Type-1 ALTE), Type (2) Adjusted Liu Estimator (Type-2 ALTE), Type (3) Adjusted Liu Estimator (Type-3 ALTE), Almost Unbiased Ridge Estimator (AURE), Almost Unbiased Liu Estimator (AULE), Stochastic Restricted Ridge Estimator (SRRE) and Restricted Ridge Regression Estimator (RRRE). To select the best estimator in a practical situation the Mean Square Error (MSE) is used. Using this package scalar MSE value of all the above estimators and Prediction Sum of Square (PRESS) values of some of the estimators can be obtained, and the variation of the MSE and PRESS values for the relevant estimators can be shown graphically.

## Functions in lrmest

 Name Description lte1 Type (1) Liu Estimator alte2 Type (2) Adjusted Liu Estimator ols Ordinary Least Square Estimators lrmest-package Estimation of varies types of estimators in the linear model aul Almost Unbiased Liu Estimator checkm Check the degree of multicollinearity present in the dataset alte3 Type (1) Adjusted Liu Estimator liu Liu Estimator rliu Restricted Liu Estimator lte3 Type (3) Liu Estimator srliu Stochastic Restricted Liu Estimator optimum Summary of optimum scalar Mean Square Error values of all estimators and optimum Prediction Sum of Square values of some of the estimators rrre Restricted Ridge Regression Estimator pcd Portland Cement Dataset rid Ordinary Ridge Regression Estimator aur Almost Unbiased Ridge Estimator rls Restricted Least Square Estimator mixe Ordinary Mixed Regression Estimator lte2 Type (2) Liu Estimator srre Stochastic Restricted Ridge Estimator alte1 Type (1) Adjusted Liu Estimator No Results!

## Details

 Type Package Date 2013-08-31 LazyData yes License GPL-2 | GPL-3 Packaged 2013-08-31 15:15:28 UTC; user NeedsCompilation no Repository CRAN Date/Publication 2013-08-31 18:42:26
 depends MASS Contributors Ajith Dissanayake, R-core R-core@R-project.org, P. Wijekoon