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 esti
Dear R-Users!
The most recent entries on orthogonal regression that I have found on
this list date back to 2005.
Is there, by now, any package available that allows for a multivariate
orthogonal regression in R?
Thanks and best regards.
Georg
georg.blind at gmx.net
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