大神们,我的问题主要是,用stata做 超越对数函数的岭回归分析,需要得到岭回归的模型拟合优度参数,也就是R方,调整R方,或者F检验或t检验结果,但默认的结果只汇报了这些,不知道都代表什么,或者去哪找我需要的参数,求知情的大神们指点~~~
RXridge: Shrinkage Path has Qshape = 0.00
RXridge: Adjusted response sum-of-squares = 3790
RXridge: OLS Residual Variance = .36481613
RXridge: Variance of Principal Correlations = .00009626
RXridge: Estimated Sigma = .60400011
RXridge: Uncorrelated Components...
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lnout | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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c1 | .2827171 .0040976 69.00 0.000 .2746834 .2907508
c2 | -.1531772 .0065541 -23.37 0.000 -.1660271 -.1403272
c3 | -.0923422 .0076659 -12.05 0.000 -.107372 -.0773124
c4 | .039776 .008999 4.42 0.000 .0221325 .0574194
c5 | .0614091 .0092147 6.66 0.000 .0433428 .0794753
c6 | -.0086605 .0094118 -0.92 0.358 -.0271132 .0097923
……