genridge (version 0.6-2)

Acetylene: Acetylene Data

Description

The data consist of measures of yield of a chemical manufacturing process for acetylene in relation to numeric parameters. Marquardt and Snee (1975) used these data to illustrate ridge regression in a model containing quadratic and interaction terms, particularly the need to center and standardize variables appearing in high-order terms.

Usage

data(Acetylene)

docType

data

source

SAS documentation example for PROC REG, Ridge Regression for Acetylene Data.

Details

Typical models for these data include the interaction of temp:ratio, and a squared term in temp

References

Marquardt, D.W., and Snee, R.D. (1975), "Ridge Regression in Practice," The American Statistician, 29, 3-20. Marquardt, D.W. (1980), "A Critique of Some Ridge Regression Methods: Comment," Journal of the American Statistical Association, Vol. 75, No. 369 (Mar., 1980), pp. 87-91

Examples

data(Acetylene)

# naive model, not using centering
amod0 <- lm(yield ~ temp + ratio + time + I(time^2) + temp:time, data=Acetylene)

y <- Acetylene[,"yield"]
X0 <- model.matrix(amod0)[,-1]

lambda <- c(0, 0.0005, 0.001, 0.002, 0.005, 0.01)
aridge0 <- ridge(y, X0, lambda=lambda)

traceplot(aridge0)
traceplot(aridge0, X="df")
pairs(aridge0, radius=0.2)