What do you mean by 'the sequence option'?
The authot of lm.ridge
On Wed, 7 May 2008, Rodrigo Briceño wrote:
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.
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Brian D. Ripley, [EMAIL PROTECTED]
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