I'm ignorant about this, so no answer. But as you seem interested in coefficient shrinkage, have you tried the lars or lasso2 package?
-- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] > Sent: Monday, August 21, 2006 2:40 PM > To: [email protected] > Subject: [R] question about 'coef' method and fitted_value calculation > > Dear all, > > I am trying to calculate the fitted values using a ridge model > (lm.ridge(), MASS library). Since the predict() does not work > for lm.ridge > object, I want to get the fitted_value from the coefficients > information. > The following are the codes I use: > > fit = lm.ridge(myY~myX,lambda=lamb,scales=F,coef=T) > coeff = fit$coef > > However, it seems that "coeff" (or "fit$coef") is not really the > coefficients matrix. From the manual, "Note that these are not on the > original scale and are for use by the 'coef' method...". > > Could anyone please point out what is the 'coef' method the manual > mentioned, and how should I get the fitted value? I have tried simple > multiplication of the coeff and my X matrix ("coeff%*%X"). > But the results > seems to be in the wrong scale. > > Thanks so much! > > Sincerely, > Jeny > > ______________________________________________ > [email protected] 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. > ______________________________________________ [email protected] 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.
