# How to do weighted ridge regression in R?

#### mishrasonu1993

##### New Member
How can we do weighted ridge regression in R?

In MASS package in R, I can do weighted linear regression by passing a weight parameter to lm. It can be seen that the model with weights is different from the one without weights.

Code:
    # with weights
> model = lm( y ~ X - 1, weights = w)
> model$coeff X(Intercept) XSepal.Length XSepal.Width XPetal.Length XPetal.Width -2.1135159 -0.1890203 1.8198141 -1.1771699 2.2840825 # without weights > model = lm( y ~ X - 1) > model$coeff
X(Intercept) XSepal.Length  XSepal.Width XPetal.Length  XPetal.Width
-5.23869771    0.09802533    2.16742901   -1.07331102    2.40425352
However, when I try to replicate the same with lm.ridge, model generated with and without weights are same.

Code:
      # with weights
> model = lm.ridge(y ~ X - 1, lambda=lmd, weights = w)
> model
X(Intercept) XSepal.Length  XSepal.Width XPetal.Length  XPetal.Width
-5.17253104    0.08770593    2.15946954   -1.06284572    2.38714738

# without weights
> model = lm.ridge(y ~ X - 1, lambda=lmd, weights = w)
> model
X(Intercept) XSepal.Length  XSepal.Width XPetal.Length  XPetal.Width
-5.17253104    0.08770593    2.15946954   -1.06284572    2.38714738