[R] use of sequence on ridge regression

[Prof Brian Ripley]

On Wed, 7 May 2008, Rodrigo Briceño wrote:

> Nice to meet you Brian. The question is about the numbers that appears
> after lambda (0,0, 0.1, 0.0001). I know that seq is a set of values used
> for testing which value fits best. But I'm not sure if I need to put
> whatever I think or what. I tried also with a set of 5 values and I get
> an error. Is there a maximum allowed?

So you mean the set of values of lambda?  It is just a set to be use for a 
plot and for searching in the select() methods.

There is an R function called sequence(), and it is not the same as seq().

> 
> plot(lm.ridge(hipcenter ~ .,seatpos, lambda = seq(0,0.1,0.001)))
> select(lm.ridge(hipcenter ~ ., seatpos,lambda = seq(0,0.1,0.001)))
> 
> __________________________________________________________________
> 
> Rodrigo Briceño
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> 
> Prof Brian Ripley wrote:
>       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.
>
>             ______________________________________________
>             R-help at r-project.org mailing list
>             https://stat.ethz.ch/mailman/listinfo/r-help
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>             http://www.R-project.org/posting-guide.html
>             and provide commented, minimal, self-contained,
>             reproducible code.
> 
> 
> 
>

-- 
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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