g02ka Example Program Results

Value of ridge parameter:      0.0712

Sum of squares of residuals:  1.0917e+002
Degrees of freedom:      16
Number of effective parameters:      2.9059

Parameter estimates
 	       1
1	 20.1950
2	  9.7934
3	  9.9576
4	 -2.0125

 Number of iterations: 6

 Ridge parameter minimises GCV

 Estimated prediction errors:
GCV    =      7.4718
UEV    =      6.3862
FPE    =      7.3141
BIC    =      8.2380
LOO CV =      7.5495

Residuals
 	       1
1	 -1.9894
2	  3.5469
3	 -3.0392
4	 -3.0309
5	 -0.1899
6	 -0.3146
7	  0.9775
8	  4.0157
9	  2.5332
10	 -2.3560
11	  0.5446
12	  2.3989
13	 -4.0876
14	  3.2778
15	  0.2894
16	  0.7330
17	 -0.7116
18	 -0.6092
19	 -2.9995
20	  1.0110

Variance inflation factors
 	       1
1	  0.2928
2	  0.4162
3	  0.8089