[R] Selecting ridge regression coefficients for minimum GCV

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617

Re: [R] Selecting ridge regression coefficients for minimum GCV

Dunlap Spotfire, TIBCO Software wdunlap tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Preetam Pal Sent: Saturday, April 27, 2013 4:32 PM To: r-help@r-project.org Subject: [R] Selecting ridge regression coefficients