[R] Creating subplots of a ridge trace generated using matplot (ridge regression)

[lara harrup (IAH-P)]

Hi
I am using ridge regression as a method to over come the
multicollinearity in my dataset and in order to select the lambda (ridge
estimator/regularization parameter) I am generating a ridge trace using
the following commands (using R version 2.6.1):

>library(MASS)
>model_0.5km_ridge<- lm.ridge(OUTBREAK ~ .,PREDICTORS_0.5km,lambda = 
>seq(0,1,0.01)) ylim = c(-1.0, 1.0)
>matplot(model_0.5km_ridge$lambda,t(model_0.5km_ridge$coef),type="l",yli
>m=ylim,xlab=expression(lambda),ylab=expression(hat(beta)))
>abline(h=0,lwd=2)

where PREDICTORS_0.5km is a set of approximately 120 variables split
into two groups by a binary dependent variable OUTBREAK which is  1 an
outbreak was present at a location and 0 an outbreak was absent at a
location, the plot (ridge trace) of the ridge regression model generated
using lm.ridge produces a set of curves one per variable in
PREDICTORS_0.5km with the coefficients for each variable (y axis)
plotted against each value of lambda selected (from zero to one in 0.01
degree increments) (x axis).

As i have a lot of variables what i would like to do is split the
plotting of the curves over several subplots (with the same axis) e.g.
20 curves per plot and identify/label selected curves with the variable
name, using perhaps something similar to the identify function for
scatterplots or locator() function, but i have been at a loss to find
how to do this in the literature any help or guidance on how to achieve
this would be greatly appreciated.

Regards

Lara Harrup