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
[RsR] robust ridge regression
1 message · Bowlby, Heather