Columns in tidy.ridgelm are inconsistent and do not pass strict tests

[jmuhlenkamp]

Note, I intend to open a PR for this issue.

For tidy.ridgelm, the columns on the returned tibble are inconsistent depending on the original function call.

Case 1: User DOES NOT specify an argument for lambda (i.e. single lambda is used)

library(broom)
names(longley)[1] <- "y"
fit1 <- MASS::lm.ridge(y ~ ., longley)
colnames(tidy(fit1))
## [1] "lambda"   "term"     "estimate" "scale"    "xm" 

Case 2: User DOES specify an argument for lambda with length > 1 (i.e. > 1 lambda is used)

fit2 <- MASS::lm.ridge(y ~ ., longley, lambda = seq(0.001, .05, .001))
colnames(tidy(fit2))
## [1] "lambda"   "GCV"      "term"     "estimate" "scale" 

Comparison

• The column xm is included in Case 1, but not Case 2
• The column GCV is included in Case 2, but not Case 1

Proposed Solution

• GCV column will be added to Case 1 as this matches documentation and passes strict tests #450 for related strict tests info.
• xm column will be removed from Case 1 because
  • xm prohibits passing of strict tests
  • xm column is not included in the documentation (?tidy.ridgelm)
  • xm is simply the column means of the training data (?MASS:lm.ridge) and thus does not reflect statistics specific to lm.ridge model fit.

[alexpghayes]

Nice digging! Apologies that I haven't responded to you over in #450 yet. Will try to take a look at the PR over Thanksgiving!

[github-actions]

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