pressliu {fastliu} | R Documentation |
Predicted Residual Sum of Squares (PRESS)
Description
pressliu
computes the predicted residual sum of squares (PRESS) based on a
Liu regression model.
Usage
pressliu(obj, digits = 5L, ...)
Arguments
obj |
A |
digits |
Decimal places in the columns of data frame of PRESS values. Can be an integer of vector of integers. |
... |
Not used in this implementation. |
Details
The PRESS statistic is based on the predicted leave-one-out residual sum of squares.
The statistic is computed as
where
is the
th diagonal element of the hat matrix corresponding
to the least squares estimator,
is the
th diagonal
element of the hat matrix of the Liu estimator and
is the residual at the specific value of
.
Value
The returned object is a vector of PRESS values computed for each lambda.
.
Author(s)
Murat Genç, Ömer Özbilen
References
Liu, K. (1993). A new class of blased estimate in linear regression. Communications in Statistics-Theory and Methods, 22(2), 393-402. doi:10.1080/03610929308831027.
Ozkale, M. R. and Kaciranlar, S. (2007). A prediction-oriented criterion for choosing the biasing parameter in Liu estimation. Communications in Statistics-Theory and Methods, 36(10), 1889-1903. doi:10.1080/03610920601126522.
See Also
liureg()
, pressliu()
, residuals()
Examples
data("Hitters")
Hitters <- na.omit(Hitters)
X <- model.matrix(Salary ~ ., Hitters)[, -1]
y <- Hitters$Salary
lam <- seq(0, 1, 0.01)
liu.mod <- liureg(X, y, lam)
pressliu(liu.mod)