On Wed, 7 May 2008, Rodrigo Briceño wrote:
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.
I think you have not yet read the help for seq(): try printing out
seq(0,0.1,0.001). There are not '3 values' here, but 3 arguments to a
function.
'lambda' values start at 0 (no shrinkage), and how large you want them to
be is problem-specific. How many you ask for (101 here) is also
problem-specific, but around 100 values is often used.
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)))
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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.
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--
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.
--
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
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
