[R] use of sequence on ridge regression

[Prof Brian Ripley]

What do you mean by 'the sequence option'?

The authot of lm.ridge

On Wed, 7 May 2008, Rodrigo Briceño wrote:

> Dear R users. I have a doubt about the use of the sequence option on
> Ridge regression. I'm trying to understand the use of this option 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.
>
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>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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