[R] question about prediction etc. in Ridge regression (MASS library)

From: <jz7_at_duke.edu>
Date: Tue 01 Aug 2006 - 09:29:08 EST

Dear all,

I am trying to apply Ridge regression to my dataset, and then I would like to predict the Y responses using the Ridge model (of certain lambda) for new data point. The only Ridge regression functions I found is in "MASS" library. However, there are very few functions available: lm.ridge(), plot(), and select(). I didn't see any option to "predict" the Y response.

Does anyone know what else functions I could use to make prediction (using Ridge model) or how I should write my own code to do the prediction? Also, is there any way to calculate R^2 (or q^2) or the LOO-CV for Ridge model?

Really appreciate your kind help!


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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. Received on Tue Aug 01 09:35:31 2006

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