执行以下代码,出来的岭迹图很奇怪,见下图1
> data<-read.csv("F:

\\yang\\yang2.csv")
> data
> dim(data)
[1] 560 16
> names(data)
[1] "y" "x1" "x2" "x3" "x4" "x5" "x6" "x7" "x8" "x9" "x10" "x11"
[13] "x12" "x13" "x14" "x15"
> library(MASS)
> a<-lm.ridge(y~.,data,lambda=seq(0,1,0.05))
> a
> plot(lm.ridge(y~.,data,lambda=seq(0,1,0.05)))
> select(lm.ridge(y~.,data,lambda=seq(0,1,0.005)))
modified HKB estimator is 209.2754
modified L-W estimator is 184.3846
smallest value of GCV at 1
> a$coef[,a$lam==1]
x1 x2 x3 x4 x5 x6
6.615381 -12.912217 -117.296826 -24.855233 -49.437182 -48.490056
x7 x8 x9 x10 x11 x12
-47.642887 82.532577 -7.366161 -30.356692 48.048630 24.325980
x13 x14 x15
62.902631 12.088613 39.599596
> a$coef[,1]
x1 x2 x3 x4 x5 x6
6.717755 -12.982036 -117.589705 -24.943189 -49.610816 -48.558601
x7 x8 x9 x10 x11 x12
-47.715001 82.723190 -7.352264 -30.372013 48.117154 24.544152
x13 x14 x15
62.973416 12.115731 39.679528
图1
以下是我用sas做的岭迹图(注:此次变量为16个,比用R多了X7)
想请教下,我的R代码是不是哪里有问题???
万分感谢,我纠结了一天了~o(╯□╰)o