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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
3187 9
2013-11-14
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)
------------------------------------------------------------------------------


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2013-11-14 00:35:40
帮顶看不懂
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2013-11-14 19:27:59
顶一下,求大伙来看一看嘛...
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2013-11-15 07:15:18
再次一顶。。。
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2013-11-16 18:06:54
各位看官 来讲解一下好么。。。
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2013-11-18 06:29:13
绝望一顶啊啊。。。
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