[R] About lm.ridge in the MASS package
baghaliforoosh at yahoo.com
Tue Jun 8 03:43:37 CEST 2010
I had a questions about doing ridge regression in R.
Why is it that when I try this on datasets with more predictors than samples (p>n) using lambda=0, it still finds coefficients for all predictors? I thought when lambda=0, it should be like ordinary regression and therefore not find coefficients for all due to singularity?
I would greatly appreciate your help.
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