Hi all,
I have run a ridge regression as follows:
reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$g+final$u,
lambda=seq(0,10,0.01))
Then I enter :
select(reg) and it returns: modified HKB estimator is 19.3409
modified L-W estimator is 36.18617
smallest value of GCV at 10
I think it means that it is advisable to use the results of regression
corresponding to lambda= 10;
so the next thing I do is:
reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=10)
which yields:
final$lag1 final$lag2 final$g
final$u
3.147255e-04 1.802505e-01 -4.461005e-02 -1.728046e-09 -5.154932e-04
If I am to use these coefficient values later in my analysis, how do I call
them; for clearly reg$final$lag1 does not work.
1> Any way I can access these values?
2> The main issue is that I want to access these coefficient values
automatically, i.e. R should run the regression and automatically provide
me these values after taking into consideration that lambda which minimizes
the GCV. Kindly advise me how I can proceed.
Thanks and regards,
Preetam
--
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year, Room No. N-114
Statistics Division, C.V.Raman
Hall
Indian Statistical Institute, B.H.O.S.
Kolkata.
[[alternative HTML version deleted]]
?coef
There are many introductory texts on R... I recommend getting a few.
---------------------------------------------------------------------------
Jeff Newmiller The ..... ..... Go Live...
DCN:<jdnewmil at dcn.davis.ca.us> Basics: ##.#. ##.#. Live
Go...
Live: OO#.. Dead: OO#.. Playing
Research Engineer (Solar/Batteries O.O#. #.O#. with
/Software/Embedded Controllers) .OO#. .OO#. rocks...1k
---------------------------------------------------------------------------
Sent from my phone. Please excuse my brevity.
Preetam Pal <lordpreetam at gmail.com> wrote:
>Hi all,
>
>I have run a ridge regression as follows:
>
>reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$g+final$u,
>lambda=seq(0,10,0.01))
>
>Then I enter :
>
>select(reg) and it returns: modified HKB estimator is 19.3409
> modified L-W estimator is 36.18617
> smallest value of GCV at 10
>
>I think it means that it is advisable to use the results of regression
>corresponding to lambda= 10;
>so the next thing I do is:
>
>reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=10)
>
>which yields:
>
> final$lag1 final$lag2 final$g
> final$u
> 3.147255e-04 1.802505e-01 -4.461005e-02 -1.728046e-09 -5.154932e-04
>
>
>If I am to use these coefficient values later in my analysis, how do I
>call
>them; for clearly reg$final$lag1 does not work.
>
>1> Any way I can access these values?
>
>2> The main issue is that I want to access these coefficient values
>automatically, i.e. R should run the regression and automatically
>provide
>me these values after taking into consideration that lambda which
>minimizes
>the GCV. Kindly advise me how I can proceed.
>
>
>Thanks and regards,
>Preetam