The R Journal: accepted article

This article will be copy edited and may be changed before publication.

liureg: A Comprehensive R Package for the Liu Estimation of Linear Regression Model with Collinear Regressors PDF download
Muhammad Imdadullah, Muhammad Aslam and Saima Altaf

Abstract The Liu regression estimator is now a commonly used alternative to avoid the adverse effects of the conventional ordinary least squares estimator in the situations when there exists some considerable degree of multicollinearity among the regressors. There are only few software packages available for estimation of the Liu regression coefficients but with limited methods to estimate the Liu biasing parameter without addressing testing procedures. Our developed package liureg can be used to estimate the Liu regression coefficients with a range of different existing biasing parameters and testing of these coefficients with more than 15 Liu related statistics and different graphical displays of these statistics.

Received: 2017-03-14; online 2017-10-24
CRAN packages: lrmest, ltsbase, liureg, lmridge, MASS, mctest , CRAN Task Views implied by cited CRAN packages: Distributions, Econometrics, Environmetrics, Multivariate, NumericalMathematics, Psychometrics, Robust, SocialSciences


CC BY 4.0
This article is licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2017-048,
  author = {Muhammad Imdadullah and Muhammad Aslam and Saima Altaf},
  title = {{liureg: A Comprehensive R Package for the Liu Estimation of
          Linear Regression Model with Collinear Regressors}},
  year = {2017},
  journal = {{The R Journal}},
  url = {https://journal.r-project.org/archive/2017/RJ-2017-048/index.html}
}