Re: [R] use of sequence on ridge regression

2008-05-07 Thread Prof Brian Ripley
On Wed, 7 May 2008, Rodrigo Briceño wrote: Sorry to bother with this topic, but I'm still not clear about the meaning of the value set that is used on lambda values. Is there a correct way of doing that? My doubt is how to choose those 3 values that appear in the example. I think you have not

Re: [R] use of sequence on ridge regression

2008-05-07 Thread Rodrigo Briceño
Sorry to bother with this topic, but I'm still not clear about the meaning of the value set that is used on lambda values. Is there a correct way of doing that? My doubt is how to choose those 3 values that appear in the example. Thanks. On Wed, May 7, 2008 at 9:29 AM, Prof Brian Ripley <[EMAIL PR

Re: [R] use of sequence on ridge regression

2008-05-07 Thread Rodrigo Briceño
Nice to meet you Brian. The question is about the numbers that appears after lambda (0,0, 0.1, 0.0001). I know that seq is a set of values used for testing which value fits best. But I'm not sure if I need to put whatever I think or what. I tried also with a set of 5 values and I get an error.

Re: [R] use of sequence on ridge regression

2008-05-07 Thread Prof Brian Ripley
On Wed, 7 May 2008, Rodrigo Briceño wrote: Nice to meet you Brian. The question is about the numbers that appears after lambda (0,0, 0.1, 0.0001). I know that seq is a set of values used for testing which value fits best. But I'm not sure if I need to put whatever I think or what. I tried also w

Re: [R] use of sequence on ridge regression

2008-05-07 Thread Prof Brian Ripley
What do you mean by 'the sequence option'? The authot of lm.ridge On Wed, 7 May 2008, Rodrigo Briceño wrote: Dear R users. I have a doubt about the use of the sequence option on Ridge regression. I'm trying to understand the use of this option when variables are highly linear correlated. I'm r