Different Types of Estimators to Deal with Multicollinearity

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Documentation for package ‘lrmest’ version 3.0

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lrmest-package Estimation of varies types of estimators in the linear model
alte1 Type (1) Adjusted Liu Estimator
alte2 Type (2) Adjusted Liu Estimator
alte3 Type (3) Adjusted Liu Estimator
aul Almost Unbiased Liu Estimator
aur Almost Unbiased Ridge Estimator
checkm Check the degree of multicollinearity present in the dataset
liu Liu Estimator
lrmest Estimation of varies types of estimators in the linear model
lte1 Type (1) Liu Estimator
lte2 Type (2) Liu Estimator
lte3 Type (3) Liu Estimator
mixe Ordinary Mixed Regression Estimator
ogalt1 Ordinary Generalized Type (1) Adjusted Liu Estimator
ogalt2 Ordinary Generalized Type (2) Adjusted Liu Estimator
ogalt3 Ordinary Generalized Type (3) Adjusted Liu Estimator
ogaul Ordinary Generalized Almost Unbiased Liu Estimator
ogaur Ordinary Generalized Almost Unbiased Ridge Estimator
ogliu Ordinary Generalized Liu Estimator
oglt1 Ordinary Generalized Type (1) Liu Estimator
oglt2 Ordinary Generalized Type (2) Liu Estimator
oglt3 Ordinary Generalized Type (3) Liu Estimator
ogmix Ordinary Generalized Mixed Regression Estimator
ogols Ordinary Generalized Ordinary Least Square Estimators
ogre Ordinary Generalized Ridge Regression Estimator
ogrliu Ordinary Generalized Restricted Liu Estimator
ogrls Ordinary Generalized Restricted Least Square Estimator
ogrrre Ordinary Generalized Restricted Ridge Regression Estimator
ogsrliu Ordinary Generalized Stochastic Restricted Liu Estimator
ogsrre Ordinary Generalized Stochastic Restricted Ridge Estimator
ols Ordinary Least Square Estimators
optimum Summary of optimum scalar Mean Square Error values of all estimators and optimum Prediction Sum of Square values of some of the estimators
pcd Portland Cement Dataset
rid Ordinary Ridge Regression Estimator
rliu Restricted Liu Estimator
rls Restricted Least Square Estimator
rrre Restricted Ridge Regression Estimator
srliu Stochastic Restricted Liu Estimator
srre Stochastic Restricted Ridge Estimator