From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>

Date: Thu, 08 May 2008 06:39:00 +0100 (BST)

Date: Thu, 08 May 2008 06:39:00 +0100 (BST)

On Wed, 7 May 2008, Rodrigo Briceño wrote:

> Sorry to bother with this topic, but I'm still not clear about the

*> meaning of the value set that is used on lambda values. Is there a
**> correct way of doing that? My doubt is how to choose those 3 values
**> that appear in the example.
*

I think you have not yet read the help for seq(): try printing out seq(0,0.1,0.001). There are not '3 values' here, but 3 arguments to a function.

'lambda' values start at 0 (no shrinkage), and how large you want them to be is problem-specific. How many you ask for (101 here) is also problem-specific, but around 100 values is often used.

> Thanks.

*>
**> On Wed, May 7, 2008 at 9:29 AM, Prof Brian Ripley <ripley_at_stats.ox.ac.uk> wrote:
**>> 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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**>>>
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**>>> www.sanigest.com
**>>>
**>>> MSN: jbric98_at_hotmail.com
**>>> SKYPE: rbriceno1087
**>>>
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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.
**>>>
**>>> ______________________________________________
**>>> 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.
**>>>
**>>>
**>>>
**>>>
**>>>
**>>
**>>
**>> --
**>> 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.
**>
*

-- 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 272595Received on Thu 08 May 2008 - 05:50:52 GMT______________________________________________ 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.

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