ogrls
From lrmest v3.0
by Ajith Dissanayake
Ordinary Generalized Restricted Least Square Estimator
This function can be used to find the Ordinary Generalized Restricted Least Square Estimated values and corresponding scalar Mean Square Error (MSE) value.
Usage
ogrls(formula, r, R, delt, data, na.action, ...)
Arguments
 formula

in this section interested model should be given. This should be given as a
formula
.  r

is a $j$ by $1$ matrix of linear restriction, $r = R\beta + \delta + \nu$. Values for
r
should be given as either avector
or amatrix
. See ‘Examples’.  R

is a $j$ by $p$ of full row rank $j \le p$ matrix of linear restriction, $r = R\beta + \delta + \nu$. Values for
R
should be given as either avector
or amatrix
. See ‘Examples’.  delt

values of $E(r)  R\beta$ and that should be given as either a
vector
or amatrix
. See ‘Examples’.  data

an optional data frame, list or environment containing the variables in the model. If not found in
data
, the variables are taken fromenvironment(formula)
, typically the environment from which the function is called.  na.action

if the dataset contain
NA
values, thenna.action
indicate what should happen to thoseNA
values.  ...
 currently disregarded.
Details
Since formula has an implied intercept term, use either y ~ x  1
or y ~ 0 + x
to remove the intercept.
In order to find the results of Ordinary Generalized Restricted Least Square Estimator, prior information should be specified.
Value
ogrls
returns the Ordinary Generalized Restricted Least Square Estimated values, standard error values, t statistic values,p value and corresponding scalar MSE value.
References
Arumairajan, S. and Wijekoon, P. (2015) ] Optimal Generalized Biased Estimator in Linear Regression Model in Open Journal of Statistics, pp. 403411
Hubert, M.H. and Wijekoon, P. (2006) Improvement of the Liu estimator in the linear regression medel, Chapter (48)
Examples
## Portland cement data set is used.
data(pcd)
r<c(2.1930,1.1533,0.75850)
R<c(1,0,0,0,0,1,0,0,0,0,1,0)
delt<c(0,0,0)
ogrls(Y~X1+X2+X3+X41,r,R,delt,data=pcd)
# Model without the intercept is considered.
Community examples
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