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diabetes
2012 Dec 27
1
Ridge Regression variable selection
...; weak variables anyway.
Frank
maths123 wrote
> I have a .txt file containing a dataset with 500 samples. There are 10
> variables.
>
> I am trying to perform variable selection using the ridge regression
> method but I am very confused.
>
> I have input the following:
> diabetes10<-read.table("diabetes10.txt", header=TRUE)
> diabetes10
> library(MASS)
> select(lm.ridge(y=diabetes10 ~ age+sex+bmi+map+tc , diabetes10,
> lambda = seq(0,0.1,0.0001)))
>
> First of all, i am confused about the lamda values,
> Second of all, my outp...