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fitted_value
2006 Aug 21
4
question about 'coef' method and fitted_value calculation
Dear all,
I am trying to calculate the fitted values using a ridge model
(lm.ridge(), MASS library). Since the predict() does not work for lm.ridge
object, I want to get the fitted_value from the coefficients information.
The following are the codes I use:
fit = lm.ridge(myY~myX,lambda=lamb,scales=F,coef=T)
coeff = fit$coef
However, it seems that "coeff" (or "fit$coef") is not really the
coefficients matrix. From the manual, "Note that these are not on...