Dear all,
using the hkb estimator obtained from lm.ridge in the below equation
(Formula 6 from this article:
http://www3.interscience.wiley.com/cgi-bin/fulltext/122484280/PDFSTART
beta^hat(k) = ((x'x + kI)^-1)x'y, where
x matrix of independent variables
y vector of dependent variables
k hkb estimator
I identity
then I am getting smaller coefficient estimates than from within
lm.ridge. The difference is not due to lm.ridge$scales.
Any hints as to this?
Thank you and kind regards.
Georg
__________________________________________________
Georg Blind M.Sc. (Econ.), M.A. (Japanese Studies)
Email: georg.bl...@gmx.net
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