Dear all,
I got a wierd problem when using lm.ridge() in MASS library. When my X
matrix has few columns, there is no problem. But when my X matrix gets
larger (over 1000 columns), I got the following error:
Error in Xs$v %*% a : non-conformable arguments
In addition: Warning messages:
1: longer object length
is not a multiple of shorter object length in: d^2 + rep(lambda,
rep(p, k))
2: longer object length
is not a multiple of shorter object length in: drop(d * rhs)/div
The R code I use for the calculation is "lm.ridge( y ~ x,lambda=seq(1,15,1))".
Please advice.
Thanks a lot!
Jeny
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