[回归分析求助] 岭回归的问题 [推广有奖]

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坏半半 发表于 2013-11-14 00:13:54 |AI写论文

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用rxridge做的，实在不知道那几个option里的参数应该怎么调，具体表达的都是什么意思啊  看了help看不懂，希望有人能指点一下啊！

做了一个，发现结果里好多都被droped掉了，这是怎么回事啊？我是不是应该增加检测步长啊？

RXridge:  Shrinkage Path has Qshape = 0.00
RXridge:  Adjusted response sum-of-squares =    2273
RXridge:  OLS Residual Variance = .99760569
RXridge:  Variance of Principal Correlations = .00043889
MCAL =  0.000 ... True  OLS Summed SMSE = .01905048
MCAL =  0.250 ... Estimated Summed SMSE = .01698368
MCAL =  0.500 ... Estimated Summed SMSE = .01903427
MCAL =  0.750 ... Estimated Summed SMSE = .02410677
MCAL =  1.000 ... Estimated Summed SMSE = .03115724
MCAL =  1.250 ... Estimated Summed SMSE = .03924581
MCAL =  1.500 ... Estimated Summed SMSE = .04758158
MCAL =  1.750 ... Estimated Summed SMSE = .05555645
MCAL =  2.000 ... Estimated Summed SMSE = .06276379
MCAL =  2.250 ... Estimated Summed SMSE = .06899522
MCAL =  2.500 ... Estimated Summed SMSE = .07420962
MCAL =  2.750 ... Estimated Summed SMSE = .07847992
MCAL =  3.000 ... Estimated Summed SMSE = .08193474
MCAL =  3.250 ... Estimated Summed SMSE = .08471085
MCAL =  3.500 ... Estimated Summed SMSE = .08691993
MCAL =  3.750 ... Estimated Summed SMSE = .08862215
MCAL =  4.000 ... Estimated Summed SMSE = .08983514
MCAL =  4.250 ... Estimated Summed SMSE = .09055415
MCAL =  4.500 ... Estimated Summed SMSE =  .0909224
MCAL =  4.750 ... Estimated Summed SMSE = .09111476
MCAL =  5.000 ... Estimated Summed SMSE = .09122571

RXridge:  Shrinkage Coefficients...
obs was 0, now 21
(15 missing values generated)
file rxridge1.dta saved

RXridge:  Scaled MSE Risk Estimates...
obs was 0, now 21
(15 missing values generated)
file rxridge2.dta saved

RXridge:  Excess Eigenvalue Estimates...
obs was 0, now 21
(15 missing values generated)
file rxridge3.dta saved

RXridge:  Inferior Direction Cosine Estimates...
obs was 0, now 21
(15 missing values generated)
file rxridge4.dta saved

RXridge:  Shrinkage DELTA Factors...
obs was 0, now 21
(15 missing values generated)
file rxridge5.dta saved

RXridge:  Estimated Sigma = .99880213

RXridge:  Uncorrelated Components...                Number of obs =    0
------------------------------------------------------------------------------
      did |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
      c1 | .001633 .0048256    0.34 0.735 -.0078301 .0110961
      c2 | .0140829 .0264391    0.53 0.594 -.0377644 .0659302
      c3 | .0383718 .0328862    1.17 0.243 -.0261184    .102862
      c4 |  -.0121953 .0733403 -0.17 0.868 -.1560164 .1316259
      c5 | .3201175 .1087301    2.94 0.003    .1068965 .5333384
      c6 |  (dropped)
      c7 |  (dropped)
      c8 |  (dropped)
      c9 |  (dropped)
      c10 |  (dropped)
      c11 |  (dropped)
      c12 |  (dropped)
      c13 |  (dropped)
      c14 |  (dropped)
      c15 |  (dropped)
      c16 |  (dropped)
      c17 |  (dropped)
      c18 |  (dropped)
      c19 |  (dropped)
      c20 |  (dropped)
------------------------------------------------------------------------------