hatr.lmridge | R Documentation |
The hatr
function computes hat matrix (see Hastie and Tibshirani, 1990).
hatr(x, ...) ## S3 method for class 'lmridge' hatr(x, ...)
x |
An object of class "lmridge". |
... |
Not presently used in this implementation. |
Hat matrix for scalar or vector values of biasing parameter provided as argument to lmridge
. It is used to compute degrees of freedom for given K, and error degree of freedom etc. The hat matrix can be computed using formula X(X'X+kI)^{-1}X' equivalently ∑((λ_j)/(λ_j+k)).
returns a list of matrix for each biasing parameter K:
hatr |
A list of hat matrix for each biasing parameter K |
.
Muhammad Imdad Ullah, Muhammad Aslam
Cule, E. and De lorio, M. (2012). A semi-Automatic method to guide the choice of ridge parameter in ridge regression. arXiv:abs/1205.0686v1 [stat.AP].
Hastie, T. and Tibshirani, R. (1990). Generalized Additive Models. Chapman and Hall.
Imdad, M. U. Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan), 2017.
The ridge model fitting lmridge
, ridge Var-Cov matrix vcov.lmridge
mod <- lmridge(y~., as.data.frame(Hald), K = c(0, 0.1, 0.2, 0.3)) ## Hat matrix for each biasing parameter hatr(mod) ## Hat matrix for first biasing parameter i.e. K = 0.1 hatr(mod)[[2]]
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.