hatl.liu {liureg} | R Documentation |
Liu Regression: Hat Matrix
Description
The hatl
function computes hat matrix of Liu regression (Liu (1993) <doi:10.1080/03610929308831027>).
Usage
hatl(object, ...)
## S3 method for class 'liu'
hatl(object, ...)
Arguments
object |
An object of class "liu". |
... |
Not presently used in this implementation. |
Details
Hat matrix for scalar or vector values of biasing parameter provided as argument to
liu
function. It is used to compute degrees of freedom for given , and error degree of freedom etc. The hat matrix can be computed using formula
.
Value
Returns a list of matrix for each biasing parameter :
hatl |
A list of hat matrix for each biasing parameter |
Note
The hat matrix is not idempotent because it is not projection matrix, therefore it is called quasi-projection matrix.
Author(s)
Muhammad Imdad Ullah, Muhammad Aslam
References
Imdad, M. U. (2017). Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan).
Imdadullah, M., Aslam, M., and Altaf, S. (2017). liureg: A comprehensive R Package for the Liu Estimation of Linear Regression Model with Collinear Regressors. The R Journal, 9 (2), 232–247.
Liu, K. (1993). A new Class of Biased Estimate in Linear Regression. Journal of Statistical Planning and Inference, 141, 189–196. http://doi.org/10.1080/03610929308831027.
See Also
Liu model fitting liu
, Liu residuals residuals.liu
, Liu PRESS press.liu
, Testing of Liu Coefficients summary.liu
Examples
mod<-liu(y ~ . , data = as.data.frame(Hald), d = c(-5, -1, 0.2, 0.3))
## Hat matrix for each biasing parameter
hatl(mod)
## Hat matrix for second biasing parameter i.e. d = -1
hatl(mod)[[2]]
## Diagonal element of hat matrix for second biasing parameter
diag(hatl(mod)[[2]])