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lm.ridge {MASS} ridge regression calculation question
Jimmy Purnell
·
Nov 17, 2009
·
r-help
Why do I get different coefficients for each of these methods? Y <- matrix(c(136,144,145,169,176),byrow=F,5,1) X1 <- matrix(c(91,105,109,130,146),byrow=F,5,1) X2 <- matrix(c(11,13...
lm.ridge {MASS} intercept questions
Jimmy Purnell
·
Apr 26, 2010
·
r-help
I am trying to understand the code for lm.ridge from the MASS package. Here is the part I am having trouble understanding: if(Inter <- attr(Terms, "intercept")) { Xm <- colMeans(X[, -Inter]) Ym <- mean(Y) p <- p - 1 X <- X...
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