NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_correg_ridge (g02kbc) 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