Dear R users. I have a doubt about the use of the sequence option on Ridge regression. I'm trying to understand the use of this option when variables are highly linear correlated. I'm running a model where the variables HtShoes and Ht have high VIF values. My program is written below, but I'm not sure about the correct way of using the sequence option:
library (faraway) data (seatpos) attach (seatpos) spos.mod <- lm(hipcenter ~ .,seatpos) summary (spos.mod) library(MASS) lm.ridge(hipcenter ~ .,seatpos) plot(lm.ridge(hipcenter ~ .,seatpos, lambda = seq(0,0.1,0.001))) select(lm.ridge(hipcenter ~ ., seatpos,lambda = seq(0,0.1,0.001))) Any advice will be appreaciated. Rodrigo B. ______________________________________________ R-help@r-project.org 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.
