library(MASS) #Be sure to change working directory bodyfat=read.table("bodyfat.txt",header=T) f=lm.ridge(bodyfat~triceps+thigh+midarm,data=bodyfat,lambda=seq(0,2,by=0.005)) plot(f) select(f) # gives c=0.02 f=lm.ridge(bodyfat~triceps+thigh+midarm,data=bodyfat,lambda=0.02) attributes(f) coef(f) # no standard errors...BOOOO!!! library(ridge) # uses c selection based on PCA f=linearRidge(bodyfat~triceps+thigh+midarm,data=bodyfat) summary(f) # p-values!!! hooray!!!