[R] Poisson ridge regression

[umesh khatri]

---------- Forwarded message ----------
From: umesh khatri <khatriumesh88 at gmail.com>
Date: Wed, 11 Jul 2012 16:15:11 +0530
Subject: Poisson ridge regression
To: R-help at rproject.org

I'm student of Masters in Statistics (Actuarial) from Central
University of Rajasthan, India. I am doing a major project work as a
part of the degree. My major project deals with fitting a glm model
for the data of car insurance. I'm facing the problem of
multicollinearity for this data which is visible by the plotting of
data. But I'm not able to test it. In the case of linear models one
can use VIF but what about count data. Another problem is as the
multicollinearity is visible from the plot one solution is poisson
ridge regression. But how to do the programming for this in R. I
thought of making changes to "glm.fit" might help. But the codes are
beyond my understanding. I'll be glad if someone can help me in this
regard.

Regards
Umesh Khatri

-- 
Regards
Umesh Khatri



-- 
Regards
Umesh Khatri