Friday, October 03, 2008
In lm.ridge, it returned to me coeffiencts like this (partial):
numHouseholds numSalesStaff Manhatten 33.414153213 -0.011093286 16.773828208 33.688333432
the intercept has no name.
In the prediction step, we have to write down the fomula. how could we take the intercept out and put it into the fomula? I tried myridge$Inter, but failed.
I'll post something on this in a few minutes.
another problem is, the CV error (estimated by MSE) is depending on how you divide the groups, so it actually varies each time you run the program. this leads to a different best lamda (although they are close to each other) each time.
CV is a stochastic procedure so indeed the results are not entirely predictable.
You can run it multiple times and average the results if the instability becomes
a big issue. D.
numHouseholds numSalesStaff Manhatten 33.414153213 -0.011093286 16.773828208 33.688333432
the intercept has no name.
In the prediction step, we have to write down the fomula. how could we take the intercept out and put it into the fomula? I tried myridge$Inter, but failed.
I'll post something on this in a few minutes.
another problem is, the CV error (estimated by MSE) is depending on how you divide the groups, so it actually varies each time you run the program. this leads to a different best lamda (although they are close to each other) each time.
CV is a stochastic procedure so indeed the results are not entirely predictable.
You can run it multiple times and average the results if the instability becomes
a big issue. D.
