岭回归命令如下:
. rxridge a001111000 a001112000 a001121000,q(-1)
RXridge: Shrinkage Path has Qshape =-1.00
RXridge: Adjusted response sum-of-squares = 38315
RXridge: OLS Residual Variance = .26738894
RXridge: Variance of Principal Correlations = 6.979e-06
MCAL = 0.000 ... True OLS Summed SMSE = .00008425
MCAL = 0.250 ... Estimated Summed SMSE = .01813946
MCAL = 0.500 ... Estimated Summed SMSE = .07043991
MCAL = 0.750 ... Estimated Summed SMSE = .15356825
MCAL = 1.000 ... Estimated Summed SMSE = .27122959
MCAL = 1.250 ... Estimated Summed SMSE = .4585694
MCAL = 1.500 ... Estimated Summed SMSE = .77594518
MCAL = 1.750 ... Estimated Summed SMSE = 1.2645421
MCAL = 2.000 ... Estimated Summed SMSE = 1.9418777
RXridge: Shrinkage Coefficients...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge1.dta not found)
file rxridge1.dta saved
RXridge: Scaled MSE Risk Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge2.dta not found)
file rxridge2.dta saved
RXridge: Excess Eigenvalue Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge3.dta not found)
file rxridge3.dta saved
RXridge: Inferior Direction Cosine Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge4.dta not found)
file rxridge4.dta saved
RXridge: Shrinkage DELTA Factors...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge5.dta not found)
file rxridge5.dta saved
RXridge: Estimated Sigma = .51709664
RXridge: Uncorrelated Components... Number of obs = 0
a001111000 Coef. Std. Err. t P>t [95% Conf. Interval]
c1 .657718 .0020776 316.57 0.000 .6536459 .6617902
c2 -.2944372 .0042673 -69.00 0.000 -.3028012 -.2860732
请问C1 C2 是经过岭回归以后的系数吗?本人正在做这方面的东西,望高手能给与解答啊!!!(在线等啊)



雷达卡




京公网安备 11010802022788号







