Styperidge.reg: S-Type Ridge Regression

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Authors: HakanSavas Sazak, Olgun Aydın
Cited by: 1
References: 1

Abstract

Implements S-type ridge regression, a robust and multicollinearity-aware linear regression estimator that combines S-type robust weighting (via the 'Stype.est' package) with ridge penalization; automatically selects the ridge parameter using the 'ridgregextra' approach targeting a close to 1 variance inflation factor (VIF), and returns comprehensive outputs (coefficients, fitted values, residuals, mean squared error (MSE), etc.) with an easy x/y interface and optional user-supplied weights. See Sazak and Mutlu (2021) , Karadag et al. (2023) and Sazak et al. (2025) .

Publication details

Journal / source
CRAN: Contributed Packages
Publisher
The R Foundation
Publication date
12 January 2026
Document type
Dataset