了解岭回归

时间:2012-10-16 21:18:04

标签: r regression

我开始在R中学习脊回归。我应用线性脊回归并得到以下结果。我如何解释结果?

> gridge<-lm.ridge(divorce ~., data=divusa, lambda=seq(0,35,0.02))
> select(gridge)
modified HKB estimator is 0.07693804 
modified L-W estimator is 0.3088377 
smallest value of GCV  at 0.02 
> which.min(gridge$GCV)
 0.02 
    2 

> round(coef(gridge)[2,-1],3)
      year     unemployed     femlab   marriage      birth 
    -0.195        -0.053             0.790      0.148     -0.118 
  military 
    -0.042 

> round(coef(g)[-1],3)
      year      unemployed     femlab   marriage      birth 
    -0.203         -0.049              0.808      0.150     -0.117 
  military 
    -0.043 

问题:

  1. 如何解释结果?
  2. 我还需要做其他任何解释吗?

1 个答案:

答案 0 :(得分:-2)

ridge <- lm.ridge (LKyes~ ., lambda = "automatic", data=ml)


Error in svd(X) : infinite or missing values in 'x'