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2009 Aug 21
1
applying summary() to an object created with ols()
...te a ridge regression using first the *lm.ridge()*
function from the MASS package and then applying the obtained Hoerl
Kennard Baldwin (HKB) estimator as a penalty scalar to the *ols()*
function provided by Frank Harrell in his Design package.
It looks like this:
> rrk1<-lm.ridge(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop,
subset(aa, Jahr>=1957 & Jahr<=1966))
> f <- ols(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop,
subset(aa, Jahr>=1957 & Jahr<=1966), penalty = rrk$kHKB)
> f
which returns
>Linear Regression Model
>
>ols(formula = l...