Hi,
  I am working on a project about hospital efficiency. Due to the high
multicolinearlity of the data, I want to fit the model using ridge
regression. However,  I believe that the data from large hospital(indicated
by the number of  patients they treat a year)  is more accurate than from
small hosptials, and I want to put more weight on them. How do I do this
with lm.ridge?
I know I just need to put "weights=***" in lm function, but for lm.ridge, i
don't see that option in lm.ridge.

Could somebody give me suggestions on that?


thanks
ben

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