以下是MASS包中lm.ridge函数的示例:
> data(longley) # not the same as the S-PLUS dataset
> names(longley)[1] <- "y"
> lm.ridge(y ~ ., longley)
GNP Unemployed Armed.Forces Population Year Employed
2946.85636017 0.26352725 0.03648291 0.01116105 -1.73702984 -1.41879853 0.23128785
> plot(lm.ridge(y ~ ., longley,
+ lambda = seq(0,0.1,0.001)))
> select(lm.ridge(y ~ ., longley,
+ lambda = seq(0,0.1,0.0001)))
modified HKB estimator is 0.006836982
modified L-W estimator is 0.05267247
smallest value of GCV at 0.0057
我该如何计算P值或置信区间,就像我可以在普通线性回归摘要中获得的那样。