Hi,
I have optimized the shrinkage parameter (GCV)for ridge and got my r2 value is 70% . to check the sensitivity of the result, I did permutation test. I permuted the response vector and run for 1000 times and draw a distribution. But now, I get r2 values highest 98% and some of them more than 70 %. Is it expected from such type of test? *I was under impression that, r2 with real data set will always maximum! And permutation will not be effected i.e. permuted r2 will always less than real one! * ** thanks a lot Alex [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.