试过spss19和20,前者勉强能用,只是t检验的P值算不出来,加上算法代码也不行;后者运行完全混乱。
卸载别的版本,又试spss16,岭回归基本实现。
可是忽然发现,调用的路径不对啊,如下:
INCLUDE 'C:\Program Files (x86)\IBM\SPSS\Statistics\19\Samples\English\ridge regression.sps'.
而且,找路径,发现spss16根本就没有ridge regression.sps 那岭回归怎么出来的??
运行输出如下:
…………………………
DATASET NAME DataSet1 WINDOW=FRONT.
INCLUDE 'C:\Program Files (x86)\IBM\SPSS\Statistics\19\Samples\English\ridge regression.sps'.
15 0 preserve.
16 0 set printback=off.
376 0 restore.
377 0
379 0 * End of INSERT and INCLUDE nesting level 01.
ridgereg dep=lny/enter lnk lnkk lnl lnll lnklnl t tt tlnk tlnl.
NOTE: ALL OUTPUT INCLUDING ERROR MESSAGES HAVE BEEN TEMPORARILY
SUPPRESSED. IF YOU EXPERIENCE UNUSUAL BEHAVIOR, RERUN THIS
MACRO WITH AN ADDITIONAL ARGUMENT /DEBUG='Y'.
BEFORE DOING THIS YOU SHOULD RESTORE YOUR DATA FILE.
THIS WILL FACILITATE FURTHER DIAGNOSIS OF ANY PROBLEMS.
后面还有参数估计、岭迹图、RSQ。