[R] question about prediction etc. in Ridge regression (MASS library)

jz7 at duke.edu jz7 at duke.edu
Tue Aug 1 01:29:08 CEST 2006

Dear all,

I am trying to apply Ridge regression to my dataset, and then I would like
to predict the Y responses using the Ridge model (of certain lambda) for
new data point. The only Ridge regression functions I found is in "MASS"
library. However, there are very few functions available: lm.ridge(),
plot(), and select(). I didn't see any option to "predict" the Y response.

Does anyone know what else functions I could use to make prediction (using
Ridge model) or how I should write my own code to do the prediction? Also,
is there any way to calculate R^2 (or q^2) or the LOO-CV for Ridge model?

Really appreciate your kind help!


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