Description Usage Arguments Details Value References See Also Examples
Fit a linear model by ridge regression.
1 2 
formula 
a formula expression as for regression models, of the form

data 
an optional data frame, list or environment in which to interpret the
variables occurring in 
subset 
expression saying which subset of the rows of the data should be used in the fit. All observations are included by default. 
na.action 
a function to filter missing data. 
lambda 
A scalar or vector of ridge constants. 
model 
should the model frame be returned? Not implemented. 
x 
should the design matrix be returned? Not implemented. 
y 
should the response be returned? Not implemented. 
contrasts 
a list of contrasts to be used for some or all of factor terms in the
formula. See the 
... 
additional arguments to 
If an intercept is present in the model, its coefficient is not penalized. (If you want to penalize an intercept, put in your own constant term and remove the intercept.)
A list with components
coef 
matrix of coefficients, one row for each value of 
scales 
scalings used on the X matrix. 
Inter 
was intercept included? 
lambda 
vector of lambda values 
ym 
mean of 
xm 
column means of 
GCV 
vector of GCV values 
kHKB 
HKB estimate of the ridge constant. 
kLW 
LW estimate of the ridge constant. 
Brown, P. J. (1994) Measurement, Regression and Calibration Oxford.
1 2 3 4 5 6 7 
GNP.deflator GNP Unemployed Armed.Forces Population Year Employed
1947 83.0 234.289 235.6 159.0 107.608 1947 60.323
1948 88.5 259.426 232.5 145.6 108.632 1948 61.122
1949 88.2 258.054 368.2 161.6 109.773 1949 60.171
1950 89.5 284.599 335.1 165.0 110.929 1950 61.187
1951 96.2 328.975 209.9 309.9 112.075 1951 63.221
1952 98.1 346.999 193.2 359.4 113.270 1952 63.639
1953 99.0 365.385 187.0 354.7 115.094 1953 64.989
1954 100.0 363.112 357.8 335.0 116.219 1954 63.761
1955 101.2 397.469 290.4 304.8 117.388 1955 66.019
1956 104.6 419.180 282.2 285.7 118.734 1956 67.857
1957 108.4 442.769 293.6 279.8 120.445 1957 68.169
1958 110.8 444.546 468.1 263.7 121.950 1958 66.513
1959 112.6 482.704 381.3 255.2 123.366 1959 68.655
1960 114.2 502.601 393.1 251.4 125.368 1960 69.564
1961 115.7 518.173 480.6 257.2 127.852 1961 69.331
1962 116.9 554.894 400.7 282.7 130.081 1962 70.551
GNP Unemployed Armed.Forces Population
2946.85636017 0.26352725 0.03648291 0.01116105 1.73702984
Year Employed
1.41879853 0.23128785
modified HKB estimator is 0.006836982
modified LW estimator is 0.05267247
smallest value of GCV at 0.0057
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