[R] ridge regression
Wegmann (LIST)
mailinglist_wegmann at web.de
Thu Jun 5 17:40:52 CEST 2003
Hello R-user
I want to compute a multiple regression but I would to include a check for
collinearity of the variables. Therefore I would like to use a ridge
regression.
I tried lm.ridge() but I don't know yet how to get p-values (single Pr() and p
of the whole model) out of this model. Can anybody tell me how to get a
similar output like the summary(lm(...)) output? Or if there is another way
(e.g. subcommands of lm() ) to include a correction for collinearity.
I hope I was precise enough and included all necessary information otherwise I
can add some more infos.
thanks in advance, Cheers Martin
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