by using R code:
# R code
library ("Matrix")
library ("aml")
library ("glmnet")
library("liureg")
library (readxl)
#SET THE WORK FILE DIRECTORY & READ EXCEL FILES
setwd("D:/Rdata")
da109 <- read_excel("D:/Rdata/PoiReg.xlsx", sheet = 1)
DT <- data.frame (da109, row.names=TRUE, stringsAsFactors=FALSE)
attach (DT)
## fitted Liu estimators
md<-liu(y ~ ., data = as.data.frame(DT), d = seq(0, 1, 0.05), scaling = "sc")
summary(md)
## Liu trace
plot(md)
# end
output from R
Call:
liu.default(formula = y ~ ., data = as.data.frame(DT), d = seq(0,
1, 0.05), scaling = "sc")
Coefficients for Liu parameter d= 0
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 8.970e-01 -2.457e+03 7.974e+01 -30.814 <2e-16 ***
x1 4.061e-02 5.102e+00 3.315e-01 15.392 <2e-16 ***
x2 3.820e-03 5.373e+00 2.601e-01 20.661 <2e-16 ***
x3 5.260e-03 5.335e+00 2.577e-01 20.704 <2e-16 ***
x4 1.785e-01 5.452e+00 2.850e-01 19.132 <2e-16 ***
x5 4.453e-01 4.945e+00 4.755e-01 10.399 <2e-16 ***
x6 5.537e-01 5.241e+00 3.030e-01 17.297 <2e-16 ***
x7 4.625e-01 4.903e+00 5.292e-01 9.266 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0 0.9805 0.9611 98.67 13.91 55.37 803.4
-------------------------------
Coefficients for Liu parameter d= 0.05
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 8.521e-01 -2.343e+03 3.033e+03 -0.772 0.439942
x1 3.858e-02 4.847e+00 1.202e+00 4.033 5.50e-05 ***
x2 3.629e-03 5.105e+00 1.082e+01 0.472 0.636995
x3 4.997e-03 5.069e+00 8.082e+00 0.627 0.530538
x4 2.196e-01 6.707e+00 3.956e+00 1.695 0.090007 .
x5 4.730e-01 5.253e+00 2.114e+00 2.485 0.012965 *
x6 5.260e-01 4.979e+00 1.086e+00 4.586 4.53e-06 ***
x7 4.394e-01 4.658e+00 1.415e+00 3.292 0.000994 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.05 0.9824 0.9649 105 12.95 54.61 931.3
-------------------------------
Coefficients for Liu parameter d= 0.1
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 8.073e-01 -2.228e+03 5.858e+03 -0.380 0.7037
x1 3.655e-02 4.592e+00 2.184e+00 2.103 0.0355 *
x2 3.438e-03 4.836e+00 2.089e+01 0.231 0.8170
x3 4.734e-03 4.802e+00 1.560e+01 0.308 0.7583
x4 2.607e-01 7.961e+00 7.609e+00 1.046 0.2954
x5 5.007e-01 5.561e+00 3.975e+00 1.399 0.1619
x6 4.983e-01 4.717e+00 1.954e+00 2.414 0.0158 *
x7 4.163e-01 4.413e+00 2.543e+00 1.735 0.0827 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.1 0.9842 0.9685 112.4 11.91 53.78 1419
-------------------------------
Coefficients for Liu parameter d= 0.15
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 7.624e-01 -2.114e+03 8.462e+03 -0.250 0.803
x1 3.452e-02 4.337e+00 3.099e+00 1.399 0.162
x2 3.247e-03 4.567e+00 3.018e+01 0.151 0.880
x3 4.471e-03 4.535e+00 2.253e+01 0.201 0.840
x4 3.017e-01 9.216e+00 1.098e+01 0.840 0.401
x5 5.285e-01 5.869e+00 5.705e+00 1.029 0.304
x6 4.706e-01 4.455e+00 2.764e+00 1.612 0.107
x7 3.931e-01 4.168e+00 3.608e+00 1.155 0.248
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.15 0.9859 0.9719 121.2 10.78 52.85 2182
-------------------------------
Coefficients for Liu parameter d= 0.2
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 7.176e-01 -1.999e+03 1.082e+04 -0.185 0.853
x1 3.249e-02 4.082e+00 3.932e+00 1.038 0.299
x2 3.056e-03 4.299e+00 3.860e+01 0.111 0.911
x3 4.208e-03 4.268e+00 2.882e+01 0.148 0.882
x4 3.428e-01 1.047e+01 1.403e+01 0.746 0.456
x5 5.562e-01 6.177e+00 7.277e+00 0.849 0.396
x6 4.429e-01 4.193e+00 3.500e+00 1.198 0.231
x7 3.700e-01 3.923e+00 4.581e+00 0.856 0.392
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.2 0.9875 0.9751 131.7 9.542 51.82 3133
-------------------------------
Coefficients for Liu parameter d= 0.25
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 6.727e-01 -1.884e+03 1.292e+04 -0.146 0.884
x1 3.046e-02 3.827e+00 4.673e+00 0.819 0.413
x2 2.865e-03 4.030e+00 4.609e+01 0.087 0.930
x3 3.945e-03 4.002e+00 3.441e+01 0.116 0.907
x4 3.839e-01 1.173e+01 1.675e+01 0.700 0.484
x5 5.839e-01 6.485e+00 8.675e+00 0.748 0.455
x6 4.152e-01 3.931e+00 4.154e+00 0.946 0.344
x7 3.469e-01 3.678e+00 5.447e+00 0.675 0.500
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.25 0.9891 0.9781 144.4 8.188 50.67 4184
-------------------------------
Coefficients for Liu parameter d= 0.3
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 6.279e-01 -1.770e+03 1.474e+04 -0.120 0.904
x1 2.843e-02 3.571e+00 5.314e+00 0.672 0.502
x2 2.674e-03 3.761e+00 5.256e+01 0.072 0.943
x3 3.682e-03 3.735e+00 3.924e+01 0.095 0.924
x4 4.250e-01 1.298e+01 1.910e+01 0.680 0.497
x5 6.117e-01 6.793e+00 9.885e+00 0.687 0.492
x6 3.876e-01 3.669e+00 4.720e+00 0.777 0.437
x7 3.238e-01 3.432e+00 6.197e+00 0.554 0.580
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.3 0.9905 0.9809 159.8 6.7 49.39 5247
-------------------------------
Coefficients for Liu parameter d= 0.35
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 5.830e-01 -1.655e+03 1.625e+04 -0.102 0.919
x1 2.639e-02 3.316e+00 5.846e+00 0.567 0.571
x2 2.483e-03 3.493e+00 5.795e+01 0.060 0.952
x3 3.419e-03 3.468e+00 4.326e+01 0.080 0.936
x4 4.660e-01 1.423e+01 2.105e+01 0.676 0.499
x5 6.394e-01 7.101e+00 1.089e+01 0.652 0.514
x6 3.599e-01 3.407e+00 5.190e+00 0.656 0.512
x7 3.006e-01 3.187e+00 6.821e+00 0.467 0.640
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.35 0.9918 0.9836 179 5.059 47.96 6238
-------------------------------
Coefficients for Liu parameter d= 0.4
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 5.382e-01 -1.541e+03 1.743e+04 -0.088 0.930
x1 2.437e-02 3.061e+00 6.262e+00 0.489 0.625
x2 2.292e-03 3.224e+00 6.217e+01 0.052 0.959
x3 3.156e-03 3.201e+00 4.641e+01 0.069 0.945
x4 5.071e-01 1.549e+01 2.258e+01 0.686 0.493
x5 6.672e-01 7.409e+00 1.168e+01 0.634 0.526
x6 3.322e-01 3.144e+00 5.557e+00 0.566 0.571
x7 2.775e-01 2.942e+00 7.309e+00 0.403 0.687
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.4 0.993 0.986 203.1 3.239 46.34 7077
-------------------------------
Coefficients for Liu parameter d= 0.45
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 4.933e-01 -1.426e+03 1.826e+04 -0.078 0.938
x1 2.234e-02 2.806e+00 6.553e+00 0.428 0.669
x2 2.101e-03 2.955e+00 6.514e+01 0.045 0.964
x3 2.893e-03 2.935e+00 4.863e+01 0.060 0.952
x4 5.482e-01 1.674e+01 2.366e+01 0.708 0.479
x5 6.949e-01 7.717e+00 1.223e+01 0.631 0.528
x6 3.045e-01 2.882e+00 5.814e+00 0.496 0.620
x7 2.544e-01 2.697e+00 7.651e+00 0.352 0.724
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.45 0.9941 0.9882 234.1 1.211 44.52 7695
-------------------------------
Coefficients for Liu parameter d= 0.5
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 4.485e-01 -1.312e+03 1.873e+04 -0.070 0.944
x1 2.030e-02 2.551e+00 6.713e+00 0.380 0.704
x2 1.910e-03 2.687e+00 6.679e+01 0.040 0.968
x3 2.630e-03 2.668e+00 4.986e+01 0.054 0.957
x4 5.893e-01 1.800e+01 2.426e+01 0.742 0.458
x5 7.226e-01 8.025e+00 1.254e+01 0.640 0.522
x6 2.768e-01 2.620e+00 5.954e+00 0.440 0.660
x7 2.313e-01 2.452e+00 7.840e+00 0.313 0.754
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.5 0.9951 0.9903 274.9 -1.067 42.45 8036
-------------------------------
Coefficients for Liu parameter d= 0.55
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 4.036e-01 -1.197e+03 1.880e+04 -0.064 0.949
x1 1.827e-02 2.296e+00 6.735e+00 0.341 0.733
x2 1.719e-03 2.418e+00 6.705e+01 0.036 0.971
x3 2.367e-03 2.401e+00 5.006e+01 0.048 0.962
x4 6.303e-01 1.925e+01 2.435e+01 0.791 0.429
x5 7.504e-01 8.333e+00 1.259e+01 0.662 0.508
x6 2.491e-01 2.358e+00 5.972e+00 0.395 0.693
x7 2.081e-01 2.207e+00 7.867e+00 0.280 0.779
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.55 0.9961 0.9921 330 -3.645 40.08 8059
-------------------------------
Coefficients for Liu parameter d= 0.6
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 3.588e-01 -1.083e+03 1.847e+04 -0.059 0.953
x1 1.624e-02 2.041e+00 6.611e+00 0.309 0.758
x2 1.528e-03 2.149e+00 6.586e+01 0.033 0.974
x3 2.104e-03 2.134e+00 4.917e+01 0.043 0.965
x4 6.714e-01 2.051e+01 2.392e+01 0.857 0.391
x5 7.781e-01 8.641e+00 1.236e+01 0.699 0.484
x6 2.215e-01 2.096e+00 5.861e+00 0.358 0.721
x7 1.850e-01 1.961e+00 7.723e+00 0.254 0.800
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.6 0.9969 0.9938 407.1 -6.597 37.33 7747
-------------------------------
Coefficients for Liu parameter d= 0.65
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 3.139e-01 -9.682e+02 1.771e+04 -0.055 0.956
x1 1.421e-02 1.786e+00 6.336e+00 0.282 0.778
x2 1.337e-03 1.881e+00 6.316e+01 0.030 0.976
x3 1.841e-03 1.867e+00 4.715e+01 0.040 0.968
x4 7.125e-01 2.176e+01 2.294e+01 0.949 0.343
x5 8.058e-01 8.949e+00 1.185e+01 0.755 0.450
x6 1.938e-01 1.834e+00 5.617e+00 0.327 0.744
x7 1.619e-01 1.716e+00 7.404e+00 0.232 0.817
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.65 0.9976 0.9952 519.5 -10.02 34.11 7104
-------------------------------
Coefficients for Liu parameter d= 0.7
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 2.691e-01 -8.537e+02 1.651e+04 -0.052 0.959
x1 1.218e-02 1.531e+00 5.907e+00 0.259 0.796
x2 1.146e-03 1.612e+00 5.891e+01 0.027 0.978
x3 1.578e-03 1.601e+00 4.397e+01 0.036 0.971
x4 7.536e-01 2.302e+01 2.139e+01 1.076 0.282
x5 8.336e-01 9.257e+00 1.105e+01 0.838 0.402
x6 1.661e-01 1.572e+00 5.235e+00 0.300 0.764
x7 1.388e-01 1.471e+00 6.903e+00 0.213 0.831
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.7 0.9982 0.9965 692.7 -14.06 30.28 6166
-------------------------------
Coefficients for Liu parameter d= 0.75
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 2.242e-01 -7.392e+02 1.488e+04 -0.050 0.960
x1 1.015e-02 1.276e+00 5.319e+00 0.240 0.810
x2 9.551e-04 1.343e+00 5.306e+01 0.025 0.980
x3 1.315e-03 1.334e+00 3.961e+01 0.034 0.973
x4 7.946e-01 2.427e+01 1.927e+01 1.259 0.208
x5 8.613e-01 9.565e+00 9.955e+00 0.961 0.337
x6 1.384e-01 1.310e+00 4.714e+00 0.278 0.781
x7 1.156e-01 1.226e+00 6.217e+00 0.197 0.844
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.75 0.9988 0.9976 979.9 -18.95 25.6 4995
-------------------------------
Coefficients for Liu parameter d= 0.8
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 1.794e-01 -6.247e+02 1.279e+04 -0.049 0.961
x1 8.122e-03 1.020e+00 4.571e+00 0.223 0.823
x2 7.641e-04 1.075e+00 4.562e+01 0.024 0.981
x3 1.052e-03 1.067e+00 3.405e+01 0.031 0.975
x4 8.357e-01 2.553e+01 1.657e+01 1.541 0.123
x5 8.891e-01 9.873e+00 8.557e+00 1.154 0.249
x6 1.107e-01 1.048e+00 4.050e+00 0.259 0.796
x7 9.250e-02 9.807e-01 5.343e+00 0.184 0.854
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.8 0.9992 0.9984 1509 -25.06 19.69 3686
-------------------------------
Coefficients for Liu parameter d= 0.85
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 1.345e-01 -5.101e+02 1.025e+04 -0.050 0.9603
x1 6.091e-03 7.653e-01 3.663e+00 0.209 0.8345
x2 5.730e-04 8.060e-01 3.656e+01 0.022 0.9824
x3 7.890e-04 8.003e-01 2.729e+01 0.029 0.9766
x4 8.768e-01 2.678e+01 1.328e+01 2.017 0.0437 *
x5 9.168e-01 1.018e+01 6.858e+00 1.485 0.1377
x6 8.305e-02 7.861e-01 3.245e+00 0.242 0.8086
x7 6.938e-02 7.355e-01 4.282e+00 0.172 0.8636
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.85 0.9996 0.9991 2651 -33.11 11.85 2366
-------------------------------
Coefficients for Liu parameter d= 0.9
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 8.970e-02 -3.956e+02 7.266e+03 -0.054 0.95658
x1 4.061e-03 5.102e-01 2.596e+00 0.197 0.84416
x2 3.820e-04 5.373e-01 2.592e+01 0.021 0.98346
x3 5.260e-04 5.335e-01 1.935e+01 0.028 0.97800
x4 9.179e-01 2.803e+01 9.412e+00 2.979 0.00289 **
x5 9.445e-01 1.049e+01 4.861e+00 2.158 0.03094 *
x6 5.537e-02 5.241e-01 2.300e+00 0.228 0.81973
x7 4.625e-02 4.903e-01 3.035e+00 0.162 0.87163
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.9 0.9998 0.9996 5915 -44.69 0.4706 1188
-------------------------------
Coefficients for Liu parameter d= 0.95
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept 4.485e-02 -2.811e+02 3.845e+03 -0.073 0.942
x1 2.030e-03 2.551e-01 1.373e+00 0.186 0.853
x2 1.910e-04 2.687e-01 1.371e+01 0.020 0.984
x3 2.630e-04 2.668e-01 1.024e+01 0.026 0.979
x4 9.589e-01 2.929e+01 4.980e+00 5.882 4.06e-09 ***
x5 9.723e-01 1.080e+01 2.572e+00 4.198 2.69e-05 ***
x6 2.768e-02 2.620e-01 1.216e+00 0.215 0.829
x7 2.313e-02 2.452e-01 1.605e+00 0.153 0.879
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=0.95 1 0.9999 23538 -64.91 -19.54 332.2
-------------------------------
Coefficients for Liu parameter d= 1
Estimate Estimate (Sc) StdErr (Sc) t-val (Sc) Pr(>|t|)
Intercept -3.553e-15 -1.665e+02 2.816e+00 -5.914e+01 <2e-16 ***
x1 -3.606e-17 -4.531e-15 1.589e-13 -2.900e-02 0.977
x2 -2.012e-17 -2.829e-14 1.587e-12 -1.800e-02 0.986
x3 -1.293e-17 -1.312e-14 1.185e-12 -1.100e-02 0.991
x4 1.000e+00 3.054e+01 5.763e-13 5.300e+13 <2e-16 ***
x5 1.000e+00 1.111e+01 2.977e-13 3.731e+13 <2e-16 ***
x6 1.187e-15 1.123e-14 1.407e-13 8.000e-02 0.936
x7 1.004e-15 1.065e-14 1.858e-13 5.700e-02 0.954
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Liu Summary
R2 adj-R2 F AIC BIC MSE
d=1 1 1 1.947e+30 -959.5 -913.9 4.423e-24
-------------------------------
Dear Sir,
In fact, i want to apply Liu regression Using Jmppro, I love techniqe & smoothing Jmppro.
regards
Řaëd ~✍