infoliu.liu {liureg} | R Documentation |
The infoliu.liu
computes model selection criteria (AIC and BIC).
infoliu(object, ...)
## S3 method for class 'liu'
infoliu(object, ...)
object |
An object of class "liu". |
... |
Not presently used in this implementation. |
Model information selection criteria are common way of selecting among model while balancing the competing goals of fit and parsimony. The model selection criteria AIC and BIC are computed by quantifying degree of freedom df
in the Liu regression model, using formula trace(H_d)
, where H_d
is hat matrix from Liu regression. Model selection criteria may be helpful for selecting optimal value of biasing parameter d
.
It returns a matrix of information criteria, AIC and BIC for each biasing parameter d
. Column of matrix indicates model selection criteria AIC and BIC, respectively, while rows indicate value of biasing parameter d
for which model selection criteria are computed.
Muhammad Imdad Ullah, Muhammad Aslam
Akaike, H. (1974). A new look at the Statistical Model Identification. IEEE Transaction on Automatic Control, 9(6), 716–723. https://doi.org/10.1109/TAC.1974.1100705.
Akdeniz, F. and Kaciranlar, S. (1995). On the Almost Unbiased Generalized Liu Estimators and Unbiased Estimation of the Bias and MSE. Communications in Statistics-Theory and Methods, 24, 1789–1897. http://doi.org/10.1080/03610929508831585.
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.
Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6(2), 461–464. https://projecteuclid.org/euclid.aos/1176344136.
Testing of Liu coefficient summary.liu
mod<-liu(y~X1+X2+X3+X4, data = as.data.frame(Hald), d = seq(-5, 5, 0.1), scaling = "centered")
infoliu(mod)
## AIC values
infoliu(mod)[,1]
## BIC values
infoliu(mod)[,2]