(defun source () (format t "
These data are from Fearn, T. (1983). A misuse of ridge regression in the calibration of a near infrared reflectance instrument.

The data are the result of an experiment to calibrate a near infrared reflectance (NIR) instrument for measuring the protein content of ground wheat samples.  The protein content of each sample (y in percent) was measured by the standard Kjeldahl method. The predictors, L1-L6, are measurements of th ereflectance of NIR radiation by the wheat samples at 6 wavelength in the range 1680-2310 nm.  The measurements were made on the log(1/reflectance) scale.  The problem is to find a linear combination of the predictors that predicts protein content. The estimated coefficients can then be entered into the instrument allowing the protein content of future samples to be read directly.  In Fearn (1983) the first 24 cases were used for calibration and the last 26 samples were used for prediction.  ~%"))

(let* ((names '("Protein" "L1" "L2" "L3" "L4" "L5" "L6"))
       (data (transpose (split-list '(
9.23	468	123	246	374	386	-11
8.01	458	112	236	368	383	-15
10.95	457	118	240	359	353	-16
11.67	450	115	236	352	340	-15
10.41	464	119	243	366	371	-16
9.51	499	147	273	404	433	5
8.67	463	119	242	370	377	-12
7.75	462	115	238	370	353	-13
8.05	488	134	258	393	377	-5
11.39	483	141	264	384	398	-2
9.95	463	120	243	367	378	-13
8.25	456	111	233	365	365	-15
10.57	512	161	288	415	443	12
10.23	518	167	293	421	450	19
11.87	552	197	324	448	467	32
8.09	497	146	271	407	451	11
12.55	592	229	360	484	524	51
8.38	501	150	274	406	407	11
9.64	483	137	260	385	374	-3
11.35	491	147	269	389	391	1
9.70	463	121	242	366	353	-13
10.75	507	159	285	410	445	13
10.75	474	132	255	376	383	-7
11.47	496	152	276	396	404	6
8.66	486	144	266	393	373	26
7.9	485	136	260	393	395	6
9.27	482	136	260	388	423	-2
11.77	443	112	232	346	355	-18
9.7	478	134	256	382	390	-5
10.46	449	113	233	351	343	-18
10.17	461	121	243	366	378	-14
11.1	503	155	280	403	414	6
12.03	493	146	271	390	378	-3
9.43	368	40	158	275	250	-63
8.66	462	114	237	367	331	-19
14.44	438	109	229	333	326	-28
8.5	478	127	252	384	378	-11
10.41	405	73	193	311	305	-44
9.72	498	146	273	403	415	0
11.69	442	106	226	341	303	-28
12.19	457	118	240	354	327	-23
11.59	439	103	224	339	325	-29
8.76	500	146	272	404	398	5
8.6	426	85	207	334	319	-36
8.54	479	128	253	384	382	-10
9.34	444	102	224	350	333	-27
10.09	458	118	239	362	355	-16
8.72	515	162	290	426	464	16
10.87	465	124	247	369	386	-13
10.89	457	120	242	363	411	-15
) 7))))

(source)
(make-reg :data data :data-names names
   :menu "WheatProtein"))