stata做岭回归,出现以下情况,不知道为什么, 特来请教
命令:
. rxridge lnrca lnlpop ilnlpop flnlpop mlnlpop lny factor
结果:
RXridge: Shrinkage Path has Qshape = 0.00
RXridge: Adjusted response sum-of-squares = 25
RXridge: OLS Residual Variance = .13099268
RXridge: Variance of Principal Correlations = .00523971
MCAL = 0.000 ... True OLS Summed SMSE = 65.069628
.25 invalid name
r(198);
不明白 .25 invalid name
r(198);
是什么意思,怎不能运行了?另外,通过rxridge回归后,拟合度是哪个指标了?谢谢了