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
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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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