The residuals function computes the ridge residuals for scalar or vector value of biasing parameter \(K\).
# S3 method for lmridge
residuals(object, ...)Returns a vector or a matrix of ridge residuals for scalar or vector value biasing parameter \(K\) provided as argument to lmridge function.
An object of class "lmridge".
Not presently used in this implementation.
Muhammad Imdad Ullah, Muhammad Aslam
The generic functions residuals can be used to compute residuals object of linear ridge regression from lmridge function.
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. tools:::Rd_expr_doi("10.1080/03610927508827232").
Hoerl, A. E. and Kennard, R. W., (1970). Ridge Regression: Biased Estimation of Nonorthogonal Problems. Technometrics, 12, 55-67. tools:::Rd_expr_doi("10.1080/00401706.1970.10488634").
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.
The ridge mode fitting lmridge, ridge prediction predict, ridge PRESS values press
mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 1, 0.2))
residuals(mod)
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