The R Journal: article published in 2017, volume 9:2

liureg: A Comprehensive R Package for the Liu Estimation of Linear Regression Model with Collinear Regressors
Muhammad Imdadullah, Muhammad Aslam and Saima Altaf , The R Journal (2017) 9:2, pages 232-247.

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

Received: 2017-03-14; online 2017-10-24, supplementary material, (689 B)
CRAN packages: lrmest, ltsbase, liureg, lmridge, MASS, mctest
CRAN Task Views implied by cited CRAN packages: Distributions, Econometrics, Environmetrics, Multivariate, NumericalMathematics, Psychometrics, Robust, SocialSciences

This article and supplementary materials are 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}},
  doi = {10.32614/RJ-2017-048},
  url = {https://doi.org/10.32614/RJ-2017-048},
  pages = {232--247},
  volume = {9},
  number = {2}
}