Re: [R] use of sequence on ridge regression

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed, 07 May 2008 16:29:36 +0100 (BST)

On Wed, 7 May 2008, Rodrigo Briceño wrote:

> Nice to meet you Brian. The question is about the numbers that appears
> after lambda (0,0, 0.1, 0.0001). I know that seq is a set of values used
> for testing which value fits best. But I'm not sure if I need to put
> whatever I think or what. I tried also with a set of 5 values and I get
> an error. Is there a maximum allowed?

So you mean the set of values of lambda? It is just a set to be use for a plot and for searching in the select() methods.

There is an R function called sequence(), and it is not the same as seq().

>
> plot(lm.ridge(hipcenter ~ .,seatpos, lambda = seq(0,0.1,0.001)))
> select(lm.ridge(hipcenter ~ ., seatpos,lambda = seq(0,0.1,0.001)))
>
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> Prof Brian Ripley wrote:
> What do you mean by 'the sequence option'?
>
> The authot of lm.ridge
>
> On Wed, 7 May 2008, Rodrigo Briceño wrote:
>
> Dear R users. I have a doubt about the use of the
> sequence option on
> Ridge regression. I'm trying to understand the
> use of this option when
> variables are highly linear correlated. I'm
> running a model where the
> variables HtShoes and Ht have high VIF values. My
> program is written
> below, but I'm not sure about the correct way of
> using the sequence
> option:
>
> library (faraway)
> data (seatpos)
> attach (seatpos)
> spos.mod <- lm(hipcenter ~ .,seatpos) summary
> (spos.mod)
> library(MASS)
> lm.ridge(hipcenter ~ .,seatpos)
> plot(lm.ridge(hipcenter ~ .,seatpos, lambda =
> seq(0,0.1,0.001)))
> select(lm.ridge(hipcenter ~ ., seatpos,lambda =
> seq(0,0.1,0.001)))
>
> Any advice will be appreaciated. Rodrigo B.
>
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-- 
Brian D. Ripley,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

Received on Wed 07 May 2008 - 16:36:28 GMT

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