Message-ID: <001901c23d2e$ea61e7b0$a91401a3@stats.ox.ac.uk>
Date: 2002-08-06T09:51:55Z
From: Huan Huang
Subject: 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
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