Hello,
Has there been a package contributed to CRAN that implements Robust
Ridge regression (e.g. the method proposed by Maronna in 2011) or other
methods designed specifically for multicollinear data? My application
(landscape genetics; more specifically regression among distance
matrices) would have a small sample size as well.
Thanks,
Heather
Aquatic Biologist
Population Ecology Division
Fisheries and Oceans Canada
1 Challenger Drive
Dartmouth, NS
B2Y 4A2
(902) 426-5836