R语言中如何看岭回归的显著性,如何计算岭回归的VIF值

为了克服时间序列的多重共线性,本人(刚入门)岭回归后,用summary()函数为什么看不到显著性检验及R^2等信息,用VIF()也不能得到VIF值。详情如下:
> ridgefeizhu <- lm.ridge(log(CO2) ~ log(P) + log(A) + log(T) + log(Coal), data= data[14:26, ], lambda = seq(0,30,0.001))
> plot(ridgefeizhu)
> select(ridgefeizhu)
modified HKB estimator is 0.01689322
modified L-W estimator is 0.03509728
smallest value of GCV at 0.018
> ridgefeizhu1 <- lm.ridge(log(CO2) ~ log(P) + log(A) + log(T) + log(Coal), data= data[14:26, ], lambda = 0.018)
> summary(ridgefeizhu1)
> ridgefeizhu1
log(P) log(A) log(T) log(Coal)
-1.0934860 0.1230270 0.9297481 0.8796054 1.4633699
> vif(ridgefeizhu1)
错误于vcov.default(mod) : there is no vcov() method for models of class ridgelm

请问怎么样才能得到岭回归后的显著性检验结果以及VIF的值,我看别人文献里都有写岭回归后都能得到这些信息,但是就是不知道怎么操作,求大神帮帮我这个菜鸟!!!!跪谢!!!!!还有就是linearRidge()和lm.ridge()都是岭回归函数吗?有什么区别? 再次求大神!!!!

ridge下的vif 在R中可以计算,有对应的包和函数。

温馨提示:答案为网友推荐,仅供参考
相似回答