[R] use of sequence on ridge regression

[Rodrigo Briceño]

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.
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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> > 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
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> >            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)
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