 
Hello, I have the following doubts related with lm.ridge. I take the
Longley example.
First: I think coefficients from lm(Employed~.,data=longley) should be
equal coefficients from lm.ridge(Employed~.,data=longley, lambda=0) why
it does not happen?
Second: if I have for example
Ridge<-lm.ridge(Employed~., data=longley, lambda = seq(0,0.1,0.001)), I
suppose intercept coefficients is defined implicit, why it does not
appear in Ridge$coef?
 
Third: I suppose that if I define y<-longley$Employed and
X<-as.matrix(cbind(1,Longley[,1:6])  and I as the identity the following
should be true:
         Coef=(X'X+kI)^(-1) X'y and if a take k=Ridge$kHKV, the
coefficients should be approx equal to Ridge$Coef[near value of kHKV]
and it does not happen, why?
 
Numbers:
> Ridge$kHKB
[1] 0.004275357
 
Using the calculation above: 
Coef=
                      [,1]
  1            -0.095492310
  GNP.deflator -0.052759002
  GNP           0.070993540
  Unemployed   -0.004244391
  Armed.Forces -0.005725582
  Population   -0.413341544
  Year          0.048420107
 
And if I take from Ridge&coef:
 
Ridge$coef[0.004]
GNP.deflator -0.03098507
GNP -1.32553151
Unemployed -1.53237769
Armed.Forces -0.63334911
Population -0.88690241
Year 6.82105049
 
Any help, suggestion or orientation?
Thanks in advance
Daniel Rozengardt
 

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