statistics - How to calculate P values in ridge regression in R? -


following example ?lm.ridge of mass package: 

> data(longley) # not same s-plus dataset > names(longley)[1] <- "y" > lm.ridge(y ~ ., longley)                         gnp    unemployed  armed.forces    population          year      employed  2946.85636017    0.26352725    0.03648291    0.01116105   -1.73702984   -1.41879853    0.23128785  > plot(lm.ridge(y ~ ., longley, +               lambda = seq(0,0.1,0.001))) > select(lm.ridge(y ~ ., longley, +                lambda = seq(0,0.1,0.0001))) modified hkb estimator 0.006836982  modified l-w estimator 0.05267247  smallest value of gcv  @ 0.0057

enter image description here

how can calculate p values or confidence intervals can in usual linear regression summary.

as far concerned mass::lm.ridge not calculate p-values coefficients. use linearridge function ridge package, however, does. see following example:

data(longley)  names(longley)[1] <- "y"  library(ridge) mymod <- linearridge(y ~ ., longley)  > summary(mymod)  call: linearridge(formula = y ~ ., data = longley)   coefficients:                estimate scaled estimate std. error (scaled) t value (scaled) pr(>|t|)     (intercept)  -1.247e+03              na                  na               na       na     gnp           4.338e-02       1.670e+01           3.689e+00            4.526  6.0e-06 *** unemployed    1.184e-02       4.286e+00           2.507e+00            1.710   0.0873 .   armed.forces  1.381e-02       3.721e+00           1.905e+00            1.953   0.0508 .   population   -2.831e-02      -7.627e-01           5.285e+00            0.144   0.8853     year          6.566e-01       1.211e+01           2.691e+00            4.500  6.8e-06 *** employed      6.745e-01       9.175e+00           4.996e+00            1.836   0.0663 .   --- signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1  ridge parameter: 0.01046912, chosen automatically, computed using 2 pcs  degrees of freedom: model 3.67 , variance 3.218 , residual 4.123

and using summary familiar looking table p-values , significance!


Comments

Post a Comment

Popular posts from this blog

angularjs - ADAL JS Angular- WebAPI add a new role claim to the token -

i have created angular spa webapi backend using adal js authentication.as there no roles in ad, need manually add role claims in order give users access different api controllers. the roles stored in database. expecting inject claim through call webapi after authentication ad. webapi code might this. identity.addclaim(new claim("role", "user")); var ticket = new authenticationticket(identity, props); var accesstoken = startup.oauthbeareroptions.accesstokenformat.protect(ticket); is possible replace adal idtoken new token? is viable solution or there other better way handle this? as initial token generated azuread, possible edit token add new claim? appreciated. graph api supporting group claims. see here: http://justazure.com/azure-active-directory-part-4-group-claims/ if @ examples on page, users assigned groups , app can check group in claims. in current version of portal, need app manifest , modify it.
Read more

node.js - Using Node without global install -

i'm working on few node & electron (atom shell) projects , i'm curious how them work without user having install node globally. i've seen few applications including node directory in project contains node.exe binary. how go setting node project use binary? edit: thought should add, i've searched everywhere answer this, unrelated results.
Read more

php - CakePHP HttpSockets send array of paramms -

i problem when make request (i can request). $link = 'http://uri/path/?param1=1&sid=2&sid=3&sid=4' $http = $httpsocket = new httpsocket(); $res = $httpsocket->get($link); if check request pr($http); i see : [line] => /url/path/?param1=1&sid%5b0%5d=2&sid%5b1%5d=3&sid%5b2%5d=4 http/1.1 and i'm getting empty response because server doesn't know parameters sid%5b0%5d=2 when try send parameters array : $data = array('param1' => '1', 'sid' => array('2','3', '4')); i see same changes %5b0%5d - additional indexes. how fix it? unfortunately , can not change server side, if send request in browser, i'll normal response in json format. when make request, can parameters this: $param1 = $_get['param1']; $sid= $_get['sid']; tip: use diferente names parameters. have multiples sid. use sid1, sid2, sid3... update: can parameters this:...
Read more