mctest - Multicollinearity Diagnostic Measures
Package computes popular and widely used multicollinearity diagnostic measures <doi:10.17576/jsm-2019-4809-26> and <doi:10.32614/RJ-2016-062> . Package also indicates which regressors may be the reason of collinearity among regressors.
Last updated 5 years ago
4.39 score 1 dependents 1.0k scripts 1.1k downloadslmridge - Linear Ridge Regression with Ridge Penalty and Ridge Statistics
Linear ridge regression coefficient's estimation and testing with different ridge related measures such as MSE, R-squared etc. REFERENCES i. Hoerl and Kennard (1970) <doi:10.1080/00401706.1970.10488634>, ii. Halawa and El-Bassiouni (2000) <doi:10.1080/00949650008812006>, iii. Imdadullah, Aslam, and Saima (2017), iv. Marquardt (1970) <doi:10.2307/1267205>.
Last updated 2 years ago
2.46 score 2 stars 72 scripts 566 downloadsliureg - Liu Regression with Liu Biasing Parameters and Statistics
Linear Liu regression coefficient's estimation and testing with different Liu related measures such as MSE, R-squared etc. REFERENCES i. Akdeniz and Kaciranlar (1995) <doi:10.1080/03610929508831585> ii. Druilhet and Mom (2008) <doi:10.1016/j.jmva.2006.06.011> iii. Imdadullah, Aslam, and Saima (2017) iv. Liu (1993) <doi:10.1080/03610929308831027> v. Liu (2001) <doi:10.1016/j.jspi.2010.05.030>.
Last updated 7 years ago
1.15 score 14 scripts 197 downloads