plot.infoliu function

Model Selection Criteria Plots

Plot of the Liu AIC and BIC model selection criteria against Liu degrees of freedom.

## S3 method for class 'infoliu'
plot(x, abline = TRUE, ...)

Arguments

• x: An object of class "liu".
• abline: Vertical line to show minimum value of Liu MSE at certain of Liu degrees of freedom.
• ...: Not presently used in this implementation.

Details

Plot of the Liu AIC and BIC against the Liu degree of freedom (sum of diagonal elements of the Liu Hat matrix). A vertical line represents the minimum Liu MSE at certain value of the Liu degree of freedom.

Returns

Nothing returned

References

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.

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.

Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6 (2), 461--464. https://projecteuclid.org/euclid.aos/1176344136.

Author(s)

Muhammad Imdad Ullah, Muhammad Aslam

See Also

Liu model fitting liu, Liu residuals residuals.liu, Liu PRESS press.liu, Testing of Liu Coefficients summary.liu, bias variance trade-off plot.biasliu

Examples

mod<- liu(y~., as.data.frame(Hald), d = seq(-5, 5, 0.1))
## for indication of minimum MSE at Liu df (as vertical line)
plot.infoliu(mod)

## without vertical line
plot.infoliu(mod, abline = FALSE)