Variance of Ridge Regression Estimators
Dear list, I have done the ridge regression. But it seems the function lm.ridge does not return the variance for the estimators. Does anyone know how I can work out the variance for the estimators (my matrix has factors)? Thanks a lot? Huan -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._