Displaying 1 result from an estimated 1 matches for "r44439".
Did you mean:
144439
2008 Feb 14
0
GCV in lm.ridge (MASS) (PR#10755)
Full_Name: Andrew Robinson
Version: 2.6.2 Patched (2008-02-12 r44439)
OS: FreeBSD 6.3-RC1
Submission from: (NULL) (211.28.206.186)
I believe that the computation for GCV is incorrect in the lm.ridge function in
MASS.
>From lm.ridge:
GCV <- colSums((Y - X %*% coef)^2)/
(n - colSums(matrix(d^2/div, dx)))^2
The denominator does not tally with the form...