
如题,我用R做作业,发现MASS包的lm.ridge函数和ridge包的linearRidge函数进行岭回归,得出来的建议k值完全不一样。不仅如此,连岭迹图也相差好多。
代码:
#岭回归
library(MASS)
install.packages('ridge')
library(ridge)
newfit <- lm.ridge(y~x1+x2+x3,dataclass3)
summary(newfit)
plot(lm.ridge(y ~ x1+x2+x3, dataclass3, lambda = seq(0,1,0.001)))
select(lm.ridge(y ~ x1+x2+x3, dataclass3, lambda = seq(0,1,0.001)))
newfit <- lm.ridge(y~x1+x2+x3,dataclass3, lambda = 0.012)
summary(newfit)
newfit2 <- linearRidge(y~x1+x2+x3,dataclass3)
summary(newfit2)
plot(linearRidge(y ~ x1+x2+x3, dataclass3, lambda = seq(0,1,0.001)))
select(linearRidge(y ~ x1+x2+x3, dataclass3, lambda = seq(0,1,0.001)))
newfit2 <- linearRidge(y~x1+x2+x3,dataclass3, lambda = 0.012)
summary(newfit2)