我用SPSS做岭回归分析,但最终得到的结果中X1的值被剔除了,有大神能告诉我为什么吗?怎么样才能不被剔除?
代码:include 'D:\Program Files\IBM\SPSS\Statistics\20\Samples\English\Ridge Regression.sps'.
RIDGEREG ENTER=X1 X2 X3 X4 X5
/k=0.05
结果:
****** Ridge Regression with k = 0.05 ******
Mult R .9937839581
RSquare .9876065554
Adj RSqu .9826491775
SE .0038475611
ANOVA table
df SS MS
Regress 4.000 .012 .003
Residual 10.000 .000 .000
F value Sig F
199.2195439 .0000000
--------------Variables in the Equation----------------
B SE(B) Beta B/SE(B)
X2 .03518295 .00239901 .61590636 14.66558548
X3 .02061178 .00243027 .37077871 8.48126192
X4 .01647593 .00641753 .10407007 2.56733119
X5 .01015904 .03161447 .01540260 .32134129
Constant 8.71889725 .14834414 .00000000 58.77479957
------ END MATRIX -----