lmridge (version 1.2)

info.plot: Model Selection Criteria Plots

Description

Plot of ridge AIC and BIC model selection criteria against ridge degrees of freedom (see Akaike, 1974 <https://doi.org/10.1109/TAC.1974.1100705>; Imdad, 2017 and Schwarz, 1978 <https://doi.org/10.1214/aos/1176344136>).

Usage

info.plot(x, abline = TRUE, …)

Arguments

x

An object of class "lmridge".

abline

Vertical line to show minimum value of ridge MSE at certain value of ridge degrees of freedom.

…

Not presently used in this implementation.

Value

Nothing returned

Details

Plot of ridge AIC and BIC against ridge degress of freedom \(\sum_{j=1}^p \frac{\lambda_j}{\lambda_j+k}\). A vertical line represents the minimum ridge MSE at certain value of ridge df.

References

Akaike, H. (1974). A new look at the Statistical Model Identification. IEEE Transaction on Automatic Control, 9(6), 716--723. Akaike, 1974.

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.

Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6(2), 461--464. Schwarz, 1978.

See Also

The ridge model fitting lmridge, ridge CV and GCV plotcv.plot, variance biase trade-off plot bias.plot, m-scale and isrm plots isrm.plot, ridge and VIF trace plot.lmridge, miscellaneous ridge plots rplots.plot

Examples

# NOT RUN {
mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 0.15, 0.002))
## for indication vertical line (df ridge)
info.plot(mod)

## without vertical line set \code{abline = FALSE}
info.plot(mod, abline = FALSE)
# }