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我開始在R中學習嶺迴歸。我應用了線性嶺迴歸並得到了以下結果。我如何解釋結果?理解嶺迴歸
> 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
問題:
- 我該如何解釋這些結果?
- 我還需要做其他解釋嗎?
這是更好地問上[交叉驗證(http://stats.stackexchange.com)。 – Thomas
問題在此處列出CrossValidated: http://stats.stackexchange.com/questions/40588/how-do-you-interpret-the-results-from-ridge-regression – sk8asd123