太浅显了没用过别的SPSS版本,有的版本好像没这个问题。提出这个方法,希望可以帮到有同样问题的人。
附:在Ridge regression.sps中添加的语句(红色倾斜的部分,就是添加的语句,当然,为了给出相应结果,原有语句作了少许改动。)
*---------------------------------------------------------------------------.
* Calculate raw coefficients from standardized ones, compute standard errors
* of coefficients, and an intercept term with standard error. Then print
* out similar to REGRESSION output.
*---------------------------------------------------------------------------(从这里开始是给出系数估计)
. compute beta={b;0}.
. compute b= ( b &/ std ) * sy.
. compute intercpt=ybar-t(b)*t(xmean).
. compute b={b;intercpt}.
. compute xpx=(sse/(sst*(n-nv-1)))*inv(xpx+(k &* ident(nv,nv)))*xpx*
inv(xpx+(k &* ident(nv,nv))).
. compute xpx=(sy*sy)*(mdiag(1 &/ std)*xpx*mdiag(1 &/ std)).
. compute seb=sqrt(diag(xpx)).
. compute seb0=sqrt( (sse)/(n*(n-nv-1)) + xmean*xpx*t(xmean)).
. compute seb={seb;seb0}.
. compute rnms={varname,'Constant'}.
. compute ratio=b &/ seb.
. compute ppp=2*(1-tcdf(abs(ratio),n-nv-1)).
. compute bvec={b,seb,beta,ratio,ppp}.
. print bvec/title='--------------Variables in the Equation----------------'
/rnames=rnms /clabels='B' 'SE(B)' 'Beta' 'T' 'sig'.
. print /space=newpage.
end if.
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