ridge regression
Hello R-user I want to compute a multiple regression but I would to include a check for collinearity of the variables. Therefore I would like to use a ridge regression. I tried lm.ridge() but I don't know yet how to get p-values (single Pr() and p of the whole model) out of this model. Can anybody tell me how to get a similar output like the summary(lm(...)) output? Or if there is another way (e.g. subcommands of lm() ) to include a correction for collinearity. I hope I was precise enough and included all necessary information otherwise I can add some more infos. thanks in advance, Cheers Martin