我试图使用分数多项式模型,我得到了以下输出。我不知道如何决定哪一个是最好的。我该怎么看?
Call:
lm(formula = y ~ FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE))
Residuals:
Min 1Q Median 3Q Max
-27.694 -3.313 1.103 3.400 26.140
Coefficients: (6 not defined because of singularities)
Estimate Std. Error t value Pr(>|t|)
(Intercept) -70097287 188740046 -0.371 0.710
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^-2 170753 403346 0.423 0.672
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^-1 -3933621 9796171 -0.402 0.688
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^-0.5 21945827 56730458 0.387 0.699
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^0.5 168218120 473584466 0.355 0.722
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^1 -104378366 293650571 -0.355 0.722
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^2 -14874379 49275635 -0.302 0.763
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)x^3 2948966 10676603 0.276 0.782
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x) NA NA NA NA
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^-2 35905 83761 0.429 0.668
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^-1 NA NA NA NA
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^-0.5 NA NA NA NA
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^0.5 NA NA NA NA
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^1 49476323 146274523 0.338 0.735
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^2 NA NA NA NA
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)x^3 -960045 3668249 -0.262 0.794
FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE)log(x)^2 NA NA NA NA
Residual standard error: 7.999 on 2236 degrees of freedom
(433 observations deleted due to missingness)
Multiple R-squared: 0.5023, Adjusted R-squared: 0.5
F-statistic: 225.6 on 10 and 2236 DF, p-value: < 2.2e-16
这是我的代码:
polynomial.model <- lm(y ~ FP(x, p = c(-2, -1, -0.5, 0.5, 1, 2, 3), scaling = TRUE))
summary(polynomial.model)
我使用了mboost
包。