info.plot: Model Selection Criteria Plots

In lmridge: Linear Ridge Regression with Ridge Penalty and Ridge Statistics

Model Selection Criteria Plots

Description

Plot of ridge AIC and BIC model selection criteria against ridge degrees of freedom (see Akaike, 1974 <doi: 10.1109/TAC.1974.1100705>; Imdad, 2017 and Schwarz, 1978 <doi: 10.1214/aos/1176344136>).

Usage

info.plot(x, abline = TRUE, ...)

Arguments

x	An object of class "lmridge".
abline	Vertical line to show minimum value of ridge MSE at certain value of ridge degrees of freedom.
...	Not presently used in this implementation.

Details

Plot of ridge AIC and BIC against ridge degress of freedom ∑_{j=1}^p (λ_j)/(λ_j+k). A vertical line represents the minimum ridge MSE at certain value of ridge df.

Value

Nothing returned

Author(s)

Muhammad Imdad Ullah, Muhammad Aslam

References

Akaike, H. (1974). A new look at the Statistical Model Identification. IEEE Transaction on Automatic Control, 9(6), 716–723. doi: 10.1109/TAC.1974.1100705.

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.

Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6(2), 461–464. doi: 10.1214/aos/1176344136.

See Also

The ridge model fitting lmridge, ridge CV and GCV plotcv.plot, variance biase trade-off plot bias.plot, m-scale and isrm plots isrm.plot, ridge and VIF trace plot.lmridge, miscellaneous ridge plots rplots.plot

Examples

mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 0.15, 0.002))
## for indication vertical line (df ridge)
info.plot(mod)

## without vertical line set \code{abline = FALSE}
info.plot(mod, abline = FALSE)

lmridge documentation built on Jan. 15, 2023, 5:06 p.m.