[R] question about 'coef' method and fitted_value calculation

jz7 at duke.edu jz7 at duke.edu
Mon Aug 21 23:39:35 CEST 2006


Dear all,

I am trying to calculate the fitted values using a ridge model
(lm.ridge(), MASS library). Since the predict() does not work for lm.ridge
object, I want to get the fitted_value from the coefficients information.
The following are the codes I use:

	fit = lm.ridge(myY~myX,lambda=lamb,scales=F,coef=T)
	coeff = fit$coef

However, it seems that "coeff" (or "fit$coef") is not really the
coefficients matrix. From the manual, "Note that these are not on the
original scale and are for use by the 'coef' method...".

Could anyone please point out what is the 'coef' method the manual
mentioned, and how should I get the fitted value? I have tried simple
multiplication of the coeff and my X matrix ("coeff%*%X"). But the results
seems to be in the wrong scale.

Thanks so much!

Sincerely,
Jeny



More information about the R-help mailing list