[R] Variance of Ridge Regression Estimators

Huan Huang huang at stats.ox.ac.uk
Tue Aug 6 11:51:55 CEST 2002

Dear list,

I have done the ridge regression. But it seems the function lm.ridge does
not return the variance for the estimators. Does anyone know how I can work
out the variance for the estimators (my matrix has factors)? Thanks a lot?


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