NAG Library Manual, Mark 28.3
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NAG FL Interface Introduction
Example description

 G02KBF Example Program Results

 Number of parameters used =          4
 Effective number of parameters (NEP):
    Ridge   
    Coeff.  NEP
     0.0000    4.0000
     0.0020    3.2634
     0.0040    3.1475
     0.0060    3.0987
     0.0080    3.0709
     0.0100    3.0523
     0.0120    3.0386
     0.0140    3.0278
     0.0160    3.0189
     0.0180    3.0112
     0.0200    3.0045
     0.0220    2.9984
     0.0240    2.9928
     0.0260    2.9876
     0.0280    2.9828
     0.0300    2.9782

 Parameter Estimates (Original scalings)
   Ridge  
    Coeff.   Intercept          1         2         3
     0.0000  117.0847    4.3341   -2.8568   -2.1861
     0.0020   22.2748    1.4644   -0.4012   -0.6738
     0.0040    7.7209    1.0229   -0.0242   -0.4408
     0.0060    1.8363    0.8437    0.1282   -0.3460
     0.0080   -1.3396    0.7465    0.2105   -0.2944
     0.0100   -3.3219    0.6853    0.2618   -0.2619
     0.0120   -4.6734    0.6432    0.2968   -0.2393
     0.0140   -5.6511    0.6125    0.3222   -0.2228
     0.0160   -6.3891    0.5890    0.3413   -0.2100
     0.0180   -6.9642    0.5704    0.3562   -0.1999
     0.0200   -7.4236    0.5554    0.3681   -0.1916
     0.0220   -7.7978    0.5429    0.3779   -0.1847
     0.0240   -8.1075    0.5323    0.3859   -0.1788
     0.0260   -8.3673    0.5233    0.3926   -0.1737
     0.0280   -8.5874    0.5155    0.3984   -0.1693
     0.0300   -8.7758    0.5086    0.4033   -0.1653

 Variance Inflation Factors
   Ridge  
   Coeff.           1         2         3
     0.0000  708.8429  564.3434  104.6060
     0.0020   50.5592   40.4483    8.2797
     0.0040   16.9816   13.7247    3.3628
     0.0060    8.5033    6.9764    2.1185
     0.0080    5.1472    4.3046    1.6238
     0.0100    3.4855    2.9813    1.3770
     0.0120    2.5434    2.2306    1.2356
     0.0140    1.9581    1.7640    1.1463
     0.0160    1.5698    1.4541    1.0859
     0.0180    1.2990    1.2377    1.0428
     0.0200    1.1026    1.0805    1.0105
     0.0220    0.9556    0.9627    0.9855
     0.0240    0.8427    0.8721    0.9655
     0.0260    0.7541    0.8007    0.9491
     0.0280    0.6832    0.7435    0.9353
     0.0300    0.6257    0.6969    0.9235

 Prediction error criterion
   Ridge  
   Coeff.           1         2         3         4         5
     0.0000    8.0368    7.6879    6.1503    7.3804    8.6052
     0.0020    7.5464    7.4238    6.2124    7.2261    8.2355
     0.0040    7.5575    7.4520    6.2793    7.2675    8.2515
     0.0060    7.5656    7.4668    6.3100    7.2876    8.2611
     0.0080    7.5701    7.4749    6.3272    7.2987    8.2661
     0.0100    7.5723    7.4796    6.3381    7.3053    8.2685
     0.0120    7.5732    7.4823    6.3455    7.3095    8.2695
     0.0140    7.5734    7.4838    6.3508    7.3122    8.2696
     0.0160    7.5731    7.4845    6.3548    7.3140    8.2691
     0.0180    7.5724    7.4848    6.3578    7.3151    8.2683
     0.0200    7.5715    7.4847    6.3603    7.3158    8.2671
     0.0220    7.5705    7.4843    6.3623    7.3161    8.2659
     0.0240    7.5694    7.4838    6.3639    7.3162    8.2645
     0.0260    7.5682    7.4832    6.3654    7.3162    8.2630
     0.0280    7.5669    7.4825    6.3666    7.3161    8.2615
     0.0300    7.5657    7.4818    6.3677    7.3159    8.2600

 Key:
      1 Leave one out cross-validation
      2 Generalized cross-validation
      3 Unbiased estimate of variance
      4 Final prediction error
      5 Bayesian information criterion