search for: hipcent

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2008 May 07
1
use of sequence on ridge regression
...on when variables are highly linear correlated. I'm running a model where the variables HtShoes and Ht have high VIF values. My program is written below, but I'm not sure about the correct way of using the sequence option: library (faraway) data (seatpos) attach (seatpos) spos.mod <- lm(hipcenter ~ .,seatpos) summary (spos.mod) library(MASS) lm.ridge(hipcenter ~ .,seatpos) plot(lm.ridge(hipcenter ~ .,seatpos, lambda = seq(0,0.1,0.001))) select(lm.ridge(hipcenter ~ ., seatpos,lambda = seq(0,0.1,0.001))) Any advice will be appreaciated. Rodrigo B.