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I started learning ridge regression in R. I applied the linear ridge regression to my full data set and got the following results.

gridge<-lm.ridge(divorce ~., data=divusa, lambda=seq(0,35,0.02)) 
select(gridge) 
modified HKB estimator is 0.07693804 
modified L-W estimator is 0.3088377 
smallest value of GCV at 0.02 which.min(gridge$GCV) 
0.02 
2 

round(coef(gridge)[2,-1],3) 
year   unemployed femlab marriage birth military
-0.195  -0.053    0.790    0.148 -0.118   -0.042      

round(coef(g)[-1],3)
 year unemployed femlab marriage birth  military
-0.203  -0.049   0.808    0.150 -0.117 -0.043 

Questions:

  1. How do I interpret the results?
  2. Do I have to do anything else for interpretation?
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