Re: [R] Running GCV Optimization under Ridge Regression

2015-09-21 Thread Preetam Pal
; > -Original Message- > > From: lordpree...@gmail.com > > Sent: Tue, 22 Sep 2015 01:19:38 +0530 > > To: r-help@r-project.org > > Subject: [R] Running GCV Optimization under Ridge Regression > > > > Hi guys, > > > > I am running Ridge reg

Re: [R] Running GCV Optimization under Ridge Regression

2015-09-21 Thread John Kane
01:19:38 +0530 > To: r-help@r-project.org > Subject: [R] Running GCV Optimization under Ridge Regression > > Hi guys, > > I am running Ridge regression on a dataset (predicted variable = y; GDP, > HPA and FX are regressors). I found that lm.ridge() can perform the ridge > reg

[R] Running GCV Optimization under Ridge Regression

2015-09-21 Thread Preetam Pal
Hi guys, I am running Ridge regression on a dataset (predicted variable = y; GDP, HPA and FX are regressors). I found that lm.ridge() can perform the ridge regression given any value of lambda (i.e. the ridge parameter). However, in order to choose the best results, I need to select the model