麻烦大家帮我看看我的岭回归结果与问题，谢谢各位了

容嬷嬷的小银针

2191

收藏 2014-04-17

这是我的岭迹图，X3与X1，即蓝色与灰色，问了高人说由于两者的和趋于稳定，需要去掉两个中的一个变量。
但是我的k选取0.4或者0.3时，F检验与t检验都是通过了的，sig值都小于0.05，这样我还必须去掉其中一个变量吗？我想将两个变量都强行保留可不可以呢？以下是k值=0.3与k值=0.4的结果
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****** Ridge Regression with k = 0.4 ******

Mult R .9926672720

RSquare .9853883130

Adj RSqu .9671237042

SE .0629920434

F value Sig F

53.95069372 .00092046

B SE(B) Beta T sig

x1 2.76535651 .26395327 .19403158 10.47668960 .00046917

x2 .17974428 .01312476 .20070375 13.69505189 .00016467

x3 -.70417605 .16447006 -.13734947 -4.28148472 .01283252

x4 .64932548 .04848904 .19712958 13.39118046 .00017985

x5 .67213593 .05343960 .19684262 12.57748723 .00022998

Constant -18.81314546 2.55374259 .00000000 -7.36689184 .00180910

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****** Ridge Regression with k = 0.3 ****** Mult R .9941033460RSquare .9882414626Adj RSqu .9735432908SE .0565082905 ANOVA table df SS MSRegress 5.000 1.073 .215Residual 4.000 .013 .003 F value Sig F 67.23567246 .00059780 B SE(B) Beta T sigx1 2.84102445 .28337705 .19934083 10.02559820 .00055647x2 .18679799 .01351355 .20857997 13.82301578 .00015876x3 -.65985678 .18347679 -.12870500 -3.59640463 .02283112x4 .67101216 .04983874 .20371346 13.46366612 .00017607x5 .69378328 .05554279 .20318229 12.49096898 .00023628Constant -19.71410665 2.70819528 .00000000 -7.27942583 .00189238-----------------------------------------------------------------------------------------------------------