[R] ridge regression

Wegmann (LIST) mailinglist_wegmann at web.de
Thu Jun 5 17:40:52 CEST 2003


Hello R-user

I want to compute a multiple regression but I would to include a check for 
collinearity of the variables. Therefore I would like to use a ridge 
regression. 
I tried lm.ridge() but I don't know yet how to get p-values (single Pr() and p 
of the whole model) out of this model. Can anybody tell me how to get a 
similar output like the summary(lm(...)) output? Or if there is another way 
(e.g. subcommands of lm() ) to include a correction for collinearity. 

I hope I was precise enough and included all necessary information otherwise I 
can add some more infos. 

thanks in advance, Cheers Martin




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