Displaying 20 results from an estimated 400 matches similar to: "help needed with ridge regression and choice of lambda with lm.ridge!!!"
2013 Apr 27
1
Selecting ridge regression coefficients for minimum GCV
Hi all,
I have run a ridge regression as follows:
reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u,
lambda=seq(0,10,0.01))
Then I enter :
select(reg) and it returns: modified HKB estimator is 19.3409
modified L-W estimator is 36.18617
smallest value of GCV at 10
I think it means that it is advisable to
2013 Apr 30
0
Ridge regression
Hi all,
I have run a ridge regression on a data set 'final' as follows:
reg=lm.ridge(final$l~final$lag1+final$lag2+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
2012 Dec 27
1
Ridge Regression variable selection
Unlike L1 (lasso) regression or elastic net (mixture of L1 and L2), L2 norm
regression (ridge regression) does not select variables. Selection of
variables would not work properly, and it's unclear why you would want to
omit "apparently" weak variables anyway.
Frank
maths123 wrote
> I have a .txt file containing a dataset with 500 samples. There are 10
> variables.
>
>
2013 Apr 26
1
Regression coefficients
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
2011 Aug 23
1
obtaining p-values for lm.ridge() coefficients (package 'MASS')
Dear all
I'm familiarising myself with Ridge Regressions in R and the following
is bugging me: How does one get p-values for the coefficients obtained
from MASS::lm.ridge() output (for a given lambda)? Consider the
example below (adapted from PRA [1]):
> require(MASS)
> data(longley)
> gr <- lm.ridge(Employed ~ .,longley,lambda = seq(0,0.1,0.001))
> plot(gr)
> select(gr)
2011 Dec 05
1
finding interpolated values along an empirical parametric curve
Given the following data, I am plotting log.det ~ norm.beta, where the
points depend on a parameter, lambda
(but there is no functional form).
I want to find the (x,y) positions along this curve corresponding to two
special values of lambda
lambda.HKB <- 0.004275357
lambda.LW <- 0.03229531
and draw reference lines at ~ -45 degrees (or normal to the curve) thru
these points.
How can I do
2007 May 18
3
{10,20,30}>={25,30,15}
Hi There,
Using t.test to test hypothesis about which one is greater, A or B?
where A={10,20,30},B={25,30,15}.
My question is which of the following conclusions is right?
#################hypothesis testing 1
h0: A greater than or equal to B
h1: A less than B
below is splus code
A=c(10,20,30)
B=c(25,30,15)
t.test(c(10,20,30),c(25,30,15),alternative="less")
output:
p-value=0.3359
2006 Aug 31
0
How can I get min 64kbps max 128kbps bandwidth
Hi all
I have read the lartc manual, I have read the some faqs but still don''t
know how to achive the following:
I have a 512kbps line which I share with 8 customers.
Now what I have is everyone gets max 64kbps. That''s fine.
DEV=ath0
DEV_MAX_RATE=6mbit
DEV_RAT_LOW=64kbit
DEV_RATE_HIGH=128kbit
tc qdisc del dev $DEV root
tc qdisc add dev $DEV root handle 1: cbq avpkt 1000
2013 Aug 28
2
Wrong usage quota size
Hi guys,
I've a problem by one of our replicated volumes. When i look on both
bricks the size of them are euqal but if i take a look into the gluster
quota informations
'gluster volume quota xxx list' i get a wrong usage size.
I can't see any errors on my glusterfs or brick logs. Do anyone have a
hint ?
Cheers
Heiko
--
System Wizard
anynines.com
2009 Aug 21
1
applying summary() to an object created with ols()
Hello R-list,
I am trying to calculate a ridge regression using first the *lm.ridge()*
function from the MASS package and then applying the obtained Hoerl
Kennard Baldwin (HKB) estimator as a penalty scalar to the *ols()*
function provided by Frank Harrell in his Design package.
It looks like this:
> rrk1<-lm.ridge(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop,
subset(aa,
2007 May 21
0
A "subscript out of bonds" and "write.table" problem on manipulating a large size dataset
Dear all:
Described below is a large data set problem (data size > 2G after
unzipping, table delimited). I know R is not the
appropriate tool for such task, anyway
I did it on a server and get some straightforward problems.
1. The first is count.fields can count all the rows, however, when I
tried to remove rows beyond 3/5 of the data,R says
subscripts out of bounds, is there any option
2011 Aug 23
1
Glmnet lambda value choice
Hi,
When using the glmnet() function of the package glmnet, A series of coefficients is returned for a list of descending lambda values.
I am unable to locate anything in the documentation that explains HOW this choice of lambda series is made. (There is documentation about how to choose my own, but I want to understand how the authors are doing it)
Any ideas?
--
Noah Silverman
UCLA
2010 Apr 13
0
exract Shrinkage intensity lambda and lambda.var
does anyone know how to extract Shrinkage intensity lambda and lambda.var
values after run cov.shrink(x)?
thanks,
KZ
[[alternative HTML version deleted]]
2009 Mar 17
1
Likelihood of a ridge regression (lm.ridge)?
Dear all,
I want to get the likelihood (or AIC or BIC) of a ridge regression model
using lm.ridge from the MASS library. Yet, I can't really find it. As
lm.ridge does not return a standard fit object, it doesn't work with
functions like e.g. BIC (nlme package). Is there a way around it? I would
calculate it myself, but I'm not sure how to do that for a ridge regression.
Thank you in
2011 Aug 06
0
ridge regression - covariance matrices of ridge coefficients
For an application of ridge regression, I need to get the covariance
matrices of the estimated regression
coefficients in addition to the coefficients for all values of the ridge
contstant, lambda.
I've studied the code in MASS:::lm.ridge, but don't see how to do this
because the code is vectorized using
one svd calculation. The relevant lines from lm.ridge, using X, Y are:
2003 May 13
1
assessing the fit of a LME model
Dear All,
I would like to ask a couple of questions on a LME model.
I tested 4 selection lines at 4 food concentrations against a standard
competitor stock. I had 3 replicate cages per selection line. In each cage
I have 10 vials. I counted the number of wild type flies and competitor
stock emerging in each vial. My main question is: is there any difference
between selection lines?
I did fit
2005 Dec 21
4
ZFS, COW, write(2), directIO...
Hi ZFS Team,
I have a couple of questions...
Assume that the maximum slab size that ZFS supports is x. (I am assuming
there is a maximum.) An application does a (single) write(2) for 2x
bytes. Does ZFS/COW guarantee that either all the 2x bytes are
persistent or none at all? Consider a case where there is a panic after
x bytes has gone to disk and the change propagated to the uber block. Do
2007 Sep 23
0
glmpath: how to choose best lambda
Hi all,
I am using glampath package for L1 regularized logistic regression. I have
read the article " L1 regularization path algorithm for GLM" by park and
Hastie (2006). One thing I can't understand that how to find best lambda for
my prediction. I want to use that lambda for the prediction not the entire
set.
thanks.
--
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2012 Feb 10
1
Choosing glmnet lambda values via caret
Usually when using raw glmnet I let the implementation choose the
lambdas. However when training via caret::train the lambda values are
predetermined. Is there any way to have caret defer the lambda
choices to caret::train and thus choose the optimal lambda
dynamically?
--
Yang Zhang
http://yz.mit.edu/
2003 Mar 17
0
Built-In Wilks Lambda for lda?
Hello,
using the lda-method from MASS-package I was wondering whether there is
a built-in method for figuring out Wilks' Lambda?
Searching the Web I found in the r-help archive a thread form june 2002,
but it didn't help me.
I understand I can use manova and its summary-method to get Wilks' Lambda
on the screen, but I don't see the connection to lda from MASS.
Or does