Hello. I'have a problem with RIDGE REGRESSION. I've used lm.ridge function to estimate coefficients of my model. Why in the summary of models not appears t value, Pr(>|t|) and significance stars?
How I can calculate coefficient's p-value in ridge regression? Thanks! [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.