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Hakan Savaş Sazak on Muck Rack

Hakan Savaş Sazak

As seen in: Taylor & Francis Online
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Articles

ridgregextra: an alternative R package for ridge regression parameter estimation

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By Filiz Karadag, Olgun Aydin, Hakan Savaş Sazak
| Taylor & Francis Online
Abstract This article presents an R package ridgregextra which provides various outputs related to ridge regression analysis. The package automatically finds the ridge parameter value k which makes the variance inflation factors (VIF) values closest to 1 while keeping them above 1 as addressed in M.H. Kutner et al. [Applied Linear Statistical Models, 5th ed., McGraw Hill, New York, 2004] opposite to other R packages available for ridge regression.
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