[R] lm.ridge {MASS} intercept questions

2010-04-26 Thread Jimmy Purnell
I am trying to understand the code for lm.ridge from the MASS package. Here is the part I am having trouble understanding: if(Inter <- attr(Terms, "intercept")) { Xm <- colMeans(X[, -Inter]) Ym <- mean(Y) p <- p - 1 X <- X[, -Inter] - rep(Xm, rep(n, p)) Y <- Y - Ym } else Ym <- Xm <- NA Xscale <-

[R] lm.ridge {MASS} ridge regression calculation question

2009-11-17 Thread Jimmy Purnell
Why do I get different coefficients for each of these methods? Y <- matrix(c(136,144,145,169,176),byrow=F,5,1) X1 <- matrix(c(91,105,109,130,146),byrow=F,5,1) X2 <- matrix(c(11,13,17,19,23),byrow=F,5,1) cY <- scale(Y, scale=FALSE) sX1 <- scale(X1) sX2 <- scale(X2) library(MASS) lm.ridge(cY ~ sX1 +