summary.lmridge {lmridge} | R Documentation |
Summarizing Linear Ridge Regression Fits
Description
The summary
method for class "lmridge" for scalar or vector biasing parameter (Cule and De lorio, 2012).
Usage
## S3 method for class 'lmridge'
summary(object, ...)
## S3 method for class 'summary.lmridge'
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)
Arguments
object |
An "lmridge" object, typically generated by a call to |
x |
An object of class |
signif.stars |
logical: if |
digits |
The number of significant digits to use when printing. |
... |
Not presently used in this implementation. |
Details
print.summary.lmridge
tries to be smart about formatting the coefficients, standard errors etc. and additionally gives 'significance stars' if signif.stars
is TRUE
.
Value
The function summary
computes and returns a list of summary statistics of the fitted linear ridge regression model for scalar or vector value biasing parameter given as argument in
lmridge
function. All summary information can be called using list object summaries
.
coefficients |
A |
stats |
Ridge related statistics of R-squared, adjusted R-squared, F-statistics for testing of coefficients, AIC and BIC values for given biasing parameter |
rmse1 |
Minimum MSE value for given biasing parameter |
rmse2 |
Value of |
K |
Value of given biasing parameter. |
df1 |
Numerator degrees of freedom for p-value of F-statistics. |
df2 |
Denominator degrees of freedom for p-value of F-statistics. |
fpvalue |
p-value for each F-statistics. |
Author(s)
Muhammad Imdad Ullah, Muhammad Aslam
References
Cule, E. and De lorio, M. (2012). A semi-Automatic method to guide the choice of ridge parameter in ridge regression. arXiv:1205.0686v1 [stat.AP].
Hoerl, A. E., Kennard, R. W., and Baldwin, K. F. (1975). Ridge Regression: Some Simulation. Communication in Statistics, 4, 105-123. doi:10.1080/03610927508827232.
Hoerl, A. E. and Kennard, R. W., (1970). Ridge Regression: Biased Estimation of Nonorthogonal Problems. Technometrics, 12, 55-67. 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.
See Also
The ridge model fitting lmridge
Examples
mod <- lmridge(y~., as.data.frame(Hald), K = c(0, 0.0132, 0.1))
summary(mod)
## coefficients for first biasing parameter
summary(mod)$summaries[[1]]$coefficients
summary(mod)$summaries[[1]][[1]]
## ridge related statistics from summary function
summary(mod)$summaries[[1]]$stats
## Ridge F-test's p-value
summary(mod)$summaries[[1]]$fpvalue