Displaying 1 result from an estimated 1 matches for "numbars".
Did you mean:
numb3rs
2009 Jun 04
0
help needed with ridge regression and choice of lambda with lm.ridge!!!
...ns and 34 predictors I get:
> fmr<-lm.ridge(y~0+ .+., data=x, lambda = seq(0,10,0.01))
>select(fmr)
modified HKB estimator is -1.850770e-28
modified L-W estimator is -2.012264e-28
smallest value of GCV at 0.01
and similar values if I reduce the number of predictor in the dataset, all numbars between 17and 34.
but if I build a dataset with only 16 predictors (euqal to the number of rows) I get:
> select(fmr)
modified HKB estimator is 0.1511719
modified L-W estimator is 3.322775
smallest value of GCV at 0.51
And at the same way, other accettable values for any smaller dataset......