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As far as I am concerned MASS::lm.ridge does not calculate p-values for your coefficients. You could use the linearRidge function from the ridge package, however, which does. See the following example:

data(longley)
names(longley)[1] <- "y"

# install ridge package first
library(ridge)
mymod <- linearRidge(y ~ ., longley)

summary(mymod)

谢谢指点！

楼主，你好~请问你用R做岭回归之后的显著性有没有做出来呢？？我用了总是出现下面的错误
library(ridge)
Warning message:
package ‘ridge’ was built under R version 3.0.2
> mymod <- linearRidge(y ~ ., d)
Error in numeric(nPCs) : invalid 'length' argument
求指点~万分感谢[em:9:]

我也遇到类似问题，不知道你解决了没有

请问你解决了吗？我也遇到了和你一样的问题。