Ridge regression in R

[Snowy88]

I have a regression model fit<-lm divorce~unemploy+fem+marriage+birth+military) the data set has 77 observations and 6 variables and interpretted the data.
Now, I need to fit a ridge regression to the data. How do I do that in R?

 

[Dason]

There are quite a few ways to do it. You could start by checking the CRAN Task View for "Robust": http://cran.r-project.org/web/views/Robust.html

 

[trinker]

In class but see lm.ridge in the MASS package.

 

[Snowy88]

I used the lm.ridge to the data as:
gridge<-lm.ridge(divorce~unemployed+femlab+marriage+birth+military,divusa,lambda=seq(0,0.1,0.001))
then:
> which.min(gridge$GCV)
0.100
101
> select<-(lm.ridge(divorce~unemployed + femlab + marriage +birth +military, lambda=0.1))
> select
unemployed femlab marriage birth
2.64697627 -0.11265629 0.38208763 0.11734057 -0.12989077
military
-0.02653681

how do I interpret this or do I have to calculate anything else?