nag_correg_ridge_opt (g02kac) Example Program Results

Value of ridge parameter:       0.0712

Sum of squares of residuals:      1.0917e+02
Degrees of freedom:      16
Number of effective parameters:       2.9059

 Parameter estimates
            1
 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     -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
 1   0.2928
 2   0.4162
 3   0.8089