Re: [R] Likelihood of a ridge regression (lm.ridge)?

2009-03-18 Thread Ravi Varadhan
ys). Ravi. Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: joris meys Date: Tuesday, March 17, 2009 7:37 pm Subject: [R] Likel

[R] Likelihood of a ridge regression (lm.ridge)?

2009-03-17 Thread joris meys
Dear all, I want to get the likelihood (or AIC or BIC) of a ridge regression model using lm.ridge from the MASS library. Yet, I can't really find it. As lm.ridge does not return a standard fit object, it doesn't work with functions like e.g. BIC (nlme package). Is there a way around it? I would ca