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From: Vivek Saxena on 26 Mar 2010 09:28
Hi everyone,

I was trying my hand with the 'ridge' command in MATLAB (http://www.mathworks.com/access/helpdesk/help/toolbox/stats/ridge.html). And I realized that the command only returns the parameter estimates. Is there some way I can get the variances also?

What about the value of the ridge parameter (complexity/shrinkage parameter k) itself? Is there some way I can determine the value of k when the ridge trace plot saturates?

Thanks in advance.

Cheers
Vivek
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