I am new to ridge regression. When I applied linear ridge regression, I have got the following results. Getting zero for
GCV is fine? What exactly it means?
Is there any problem with my model? please let me know. How can find
R^2 value of
>myridge = lm.ridge(y ~ ma + sa + lka + cb + ltb , temp, lamda = seq(0,0.1,0.001)) > select(myridge) modified HKB estimator is 0.5010689 modified L-W estimator is 0.3718668 smallest value of GCV at 0