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NAG Library Manual, Mark 27.1
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NAG FL Interface Introduction
Example description
 G02KAF Example Program Results

 Value of ridge parameter:     0.0712

 Sum of squares of residuals: 0.1092E+03
 Degrees of freedom:     16
 Number of effective parameters:     2.9059

 Parameter estimates
    1     20.1950
    2      9.7934
    3      9.9576
    4     -2.0125

 Number of iterations:               6

 Ridge parameter minimises GCV

 Estimated prediction errors:
 GCV    =     7.4718
 UEV    =     6.3862
 FPE    =     7.3141
 BIC    =     8.2380
 LOO CV =     7.5495

 Residuals
    1     -1.9894
    2      3.5469
    3     -3.0392
    4     -3.0309
    5     -0.1899
    6     -0.3146
    7      0.9775
    8      4.0157
    9      2.5332
   10     -2.3560
   11      0.5446
   12      2.3989
   13     -4.0876
   14      3.2778
   15      0.2894
   16      0.7330
   17     -0.7116
   18     -0.6092
   19     -2.9995
   20      1.0110

 Variance inflation factors
    1      0.2928
    2      0.4162
    3      0.8089