Dear Michael
Thank you for your pointers.
On Tue, Aug 23, 2011 at 4:05 PM, Michael Friendly frien...@yorku.ca wrote:
First, you should be using rms::ols, as Design is old.
Good to know. I've always wondered why Design and rms, in many cases,
were providing similar functions and (upon cursory
The attachment seems to have been dropped, so I'm pasting the code
below. Sorry for that
Liviu
On Wed, Aug 24, 2011 at 1:44 PM, Liviu Andronic landronim...@gmail.com wrote:
Second, penalty in ols() is not the same as the ridge constant in lm.ridge,
but rather a penalty on the log likelihood.
Dear all
I'm familiarising myself with Ridge Regressions in R and the following
is bugging me: How does one get p-values for the coefficients obtained
from MASS::lm.ridge() output (for a given lambda)? Consider the
example below (adapted from PRA [1]):
require(MASS)
data(longley)
gr -
On 8/23/2011 3:35 AM, Liviu Andronic wrote:
[snip]
But how does one obtain the customary 'lm' summary information for the
model above? I tried supplying the chosen lambda to Design::ols()
using its 'penalty' argument, but strangely the results differ. See
below.
require(Design)
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