lmridge (version 1.2)

residuals.lmridge: Ridge Regression Residuals

Description

The residuals function computes the ridge residuals for scalar or vector value of biasing parameter \(K\).

Usage

# S3 method for lmridge
residuals(object, …)

Arguments

object

An object of class "lmridge".

…

Not presently used in this implementation.

Value

Returns a vector or a matrix of ridge residuals for scalar or vector value biasing parameter \(K\) provided as argument to lmridge function.

Details

The generic functions residuals can be used to compute residuals object of linear ridge regression from lmridge function.

References

Berk, R. (2008). Statistical Learning from a Regression Perspective. Springer.

Hoerl, A. E., Kennard, R. W., and Baldwin, K. F. (1975). Ridge Regression: Some Simulation. Communication in Statistics, 4, 105-123. Hoer et al., 1975.

Hoerl, A. E. and Kennard, R. W., (1970). Ridge Regression: Biased Estimation of Nonorthogonal Problems. Technometrics, 12, 55-67. Hoerl and Kennard, 1970.

Imdad, M. U. Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan), 2017.

Lee, W. F. (1979). Model Estimation Using Ridge Regression with the Variance Normalization Criterion. Master thesis, Department of Educational Foundation, Memorial University of Newfoundland.

See Also

The ridge mode fitting lmridge, ridge prediction predict, ridge PRESS values press

Examples

# NOT RUN {
mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 1, 0.2))
residuals(mod)
# }