Sorry to bother with this topic, but I'm still not clear about the meaning of the value set that is used on lambda values. Is there a correct way of doing that? My doubt is how to choose those 3 values that appear in the example. Thanks.
On Wed, May 7, 2008 at 9:29 AM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > On Wed, 7 May 2008, Rodrigo Briceño wrote: > > > > Nice to meet you Brian. The question is about the numbers that appears > > after lambda (0,0, 0.1, 0.0001). I know that seq is a set of values used > > for testing which value fits best. But I'm not sure if I need to put > > whatever I think or what. I tried also with a set of 5 values and I get > > an error. Is there a maximum allowed? > > > > So you mean the set of values of lambda? It is just a set to be use for a > plot and for searching in the select() methods. > > There is an R function called sequence(), and it is not the same as seq(). > > > > > > > > plot(lm.ridge(hipcenter ~ .,seatpos, lambda = seq(0,0.1,0.001))) > > select(lm.ridge(hipcenter ~ ., seatpos,lambda = seq(0,0.1,0.001))) > > > > __________________________________________________________________ > > > > Rodrigo Briceño > > Project Manager > > Sanigest Internacional > > > > +506 22-91-12-00 ext. 113 Oficina Costa Rica > > +506 22-32-08-30 Fax > > +506 88-86-11-77 Celular > > [EMAIL PROTECTED] > > www.sanigest.com > > > > MSN: [EMAIL PROTECTED] > > SKYPE: rbriceno1087 > > > > _____________________ > > > > This communication contains legal information which is privileged and > > confidential. It is for the exclusive use of the address and > > distribution, dissemination, copying or use by others is strictly > > prohibited. If you have received this communication by error, please > > delete the original message and e-mail us. > > > > > > Esta comunicación contiene información legal privilegiada y confidencial > > para el uso exclusivo del destinatario. La distribución, diseminación, > > copia u otro uso por terceras personas es estrictamente prohibida. Si > > usted ha recibido esta comunicación por error, le rogamos borrar el > > mensaje original y comunicárnoslo a esta misma dirección. > > > > > > > > Prof Brian Ripley wrote: > > What do you mean by 'the sequence option'? > > > > The authot of lm.ridge > > > > On Wed, 7 May 2008, Rodrigo Briceño wrote: > > > > Dear R users. I have a doubt about the use of the > > sequence option on > > Ridge regression. I'm trying to understand the > > use of this option when > > variables are highly linear correlated. I'm > > running a model where the > > variables HtShoes and Ht have high VIF values. My > > program is written > > below, but I'm not sure about the correct way of > > using the sequence > > option: > > > > library (faraway) > > data (seatpos) > > attach (seatpos) > > spos.mod <- lm(hipcenter ~ .,seatpos) summary > > (spos.mod) > > library(MASS) > > lm.ridge(hipcenter ~ .,seatpos) > > plot(lm.ridge(hipcenter ~ .,seatpos, lambda = > > seq(0,0.1,0.001))) > > select(lm.ridge(hipcenter ~ ., seatpos,lambda = > > seq(0,0.1,0.001))) > > > > Any advice will be appreaciated. Rodrigo B. > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, > > reproducible code. > > > > > > > > > > > > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
