I am new to ridge regression. When I applied linear ridge regression, I got the following results:
>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
- Is it OK to get zero for
- What exactly does it mean?
- Is there a problem with my model?
- How can I find the $R^2$ value of