On Dec 2, 2009, at 11:04 AM, David Winsemius wrote:
On Dec 2, 2009, at 10:42 AM, Eleni Christodoulou wrote:
Dear list,
I have a couple of questions concerning ridge regression. I am
using the
lm.ridge(...) function in order to fit a model to my microarray data.
Thus *model=lm.ridge(...)*
I retrieve some coefficients and some scales for each gene. First
of all, I
would like to ask: the real coefficients of the model are not
included in
the first argument of the output but in the result of coef(model),
am I
right?
Not exactly. coef(model) extracts the coefficients from the model
but the coefficients do in the example instance I created following
the help page happen to be in the first element of the model.
eg:
> long.rr$coef
GNP Unemployed Armed.Forces Population Year
Employed
25.3615288 3.3009416 0.7520553 -11.6992718 -6.5403380
0.7864825
> long.rr[[1]]
GNP Unemployed Armed.Forces Population Year
Employed
25.3615288 3.3009416 0.7520553 -11.6992718 -6.5403380
0.7864825
Moreover, what does the scale argument represent? Which is its
connection with the coefficients? The R help file os not very
informative
for me...
A plausible response to such a question might be that the help page
is a sketchy substitute for the MASS book. However, I cannot find
ridge regression in the table of contents or in the index of my
copy, but I only have ed. 2 and the current edition is the 4th. So
we will both need to wait for more knowledgeable (or with more
recent editions of MASS) persons to answer that question.
After a bit more searching, I am thinking that the 4th edition may not
be teh source for answers. It appears that lm.ridge is a worked answer
to one of hte questions at the back of chapter 6. See p 6 and 24 (in
the pdf numbering):
http://www.stats.ox.ac.uk/pub/MASS4/VR4ex.pdf
(And "scales" is not an argument, rather it's a returned value.)
Thank you very much in advance,
Eleni Christodoulou
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
