Dear all,
I want to get the likelihood (or AIC or BIC) of a ridge regression model
using lm.ridge from the MASS library. Yet, I can't really find it. As
lm.ridge does not return a standard fit object, it doesn't work with
functions like e.g. BIC (nlme package). Is there a way around it? I would
calculate it myself, but I'm not sure how to do that for a ridge regression.
Thank you in advance
Kind regards
Joris
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