全部版块 我的主页
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
3735 3
2010-08-04
岭回归命令如下:
   . rxridge  a001111000 a001112000 a001121000,q(-1)
RXridge:  Shrinkage Path has Qshape =-1.00
RXridge:  Adjusted response sum-of-squares =     38315
RXridge:  OLS Residual Variance = .26738894
RXridge:  Variance of Principal Correlations = 6.979e-06
MCAL =  0.000 ... True  OLS Summed SMSE = .00008425
MCAL =  0.250 ... Estimated Summed SMSE = .01813946
MCAL =  0.500 ... Estimated Summed SMSE = .07043991
MCAL =  0.750 ... Estimated Summed SMSE = .15356825
MCAL =  1.000 ... Estimated Summed SMSE = .27122959
MCAL =  1.250 ... Estimated Summed SMSE =  .4585694
MCAL =  1.500 ... Estimated Summed SMSE = .77594518
MCAL =  1.750 ... Estimated Summed SMSE = 1.2645421
MCAL =  2.000 ... Estimated Summed SMSE = 1.9418777
RXridge:  Shrinkage Coefficients...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge1.dta not found)
file rxridge1.dta saved
RXridge:  Scaled MSE Risk Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge2.dta not found)
file rxridge2.dta saved
RXridge:  Excess Eigenvalue Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge3.dta not found)
file rxridge3.dta saved
RXridge:  Inferior Direction Cosine Estimates...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge4.dta not found)
file rxridge4.dta saved
RXridge:  Shrinkage DELTA Factors...
obs was 0, now 9
(6 missing values generated)
(note: file rxridge5.dta not found)
file rxridge5.dta saved
RXridge:  Estimated Sigma = .51709664
RXridge:  Uncorrelated Components...                   Number of obs =       0

a001111000       Coef.   Std. Err.      t    P>t     [95% Conf. Interval]

c1     .657718   .0020776   316.57   0.000     .6536459 .6617902
c2   -.2944372   .0042673   -69.00   0.000    -.3028012 -.2860732
请问C1 C2 是经过岭回归以后的系数吗?本人正在做这方面的东西,望高手能给与解答啊!!!(在线等啊)
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2011-4-28 21:51:04
同样的问题请教啊!楼主的问题解决了么?另外问k的值是程序自动选择的么?如上面的情况,选的是多少?.51709664?
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2014-4-30 15:41:36
没人回答吗? 同求啊
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2016-12-20 00:28:25
请问楼主解决这个问题了吗?同问
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群