|
|
Hello,
I'm attempting to use the SPSS Ridge Regression Macro for the first time. I am able to generate the new k values and corresponding R-squared values; however, the ANOVA table requested in the Ridge Regression Macro provided by SPSS is not printed in the output. Below is the part of the SPSS macro syntax I am referring to. Am I supposed to edit this section in order to see the regression results? Thanks in advance for your input!
-Carrie
*---------------------------------------------------------------------------.
* If we are to print out estimation results, compute needed pieces and
* print out header and ANOVA table.
*---------------------------------------------------------------------------.
do if (!k <> 999).
.!let !rrtitle=!concat('****** Ridge Regression with k = ',!k).
.!let !rrtitle=!quote(!concat(!rrtitle,' ****** ')).
. compute sst=(n-1) * sy **2.
. compute sse=sst * ( 1 - 2* t(b)*xy + t(b)*xpx*b).
. compute ssr = sst - sse.
. compute s=sqrt( sse / (n-nv-1) ).
. print /title=!rrtitle /space=newpage.
. print {sqrt(rsq);rsq;rsq-nv*(1-rsq)/(n-nv-1);s}
/rlabel='Mult R' 'RSquare' 'Adj RSquare' 'SE'
/title=' '.
. compute anova={nv,ssr,ssr/(nv);n-nv-1,sse,sse/(n-nv-1)}.
. compute f=ssr/sse * (n-nv-1)/(nv).
. print anova
/clabels='df' 'SS','MS'
/rlabel='Regress' 'Residual'
/title=' ANOVA table'
/format=f9.3.
. compute test=ssr/sse * (n-nv-1)/nv.
. compute sigf=1 - fcdf(test,nv,n-nv-1).
. print {test,sigf} /clabels='F value' 'Sig F'/title=' '.
*---------------------------------------------------------------------------.
* Calculate raw coefficients from standardized ones, compute standard errors
* of coefficients, and an intercept term with standard error. Then print
* out similar to REGRESSION output.
*---------------------------------------------------------------------------
. compute beta={b;0}.
. compute b= ( b &/ std ) * sy.
. compute intercpt=ybar-t(b)*t(xmean).
. compute b={b;intercpt}.
. compute xpx=(sse/(sst*(n-nv-1)))*inv(xpx+(k &* ident(nv,nv)))*xpx*
inv(xpx+(k &* ident(nv,nv))).
. compute xpx=(sy*sy)*(mdiag(1 &/ std)*xpx*mdiag(1 &/ std)).
. compute seb=sqrt(diag(xpx)).
. compute seb0=sqrt( (sse)/(n*(n-nv-1)) + xmean*xpx*t(xmean)).
. compute seb={seb;seb0}.
. compute rnms={varname,'Constant'}.
. compute ratio=b &/ seb.
. compute bvec={b,seb,beta,ratio}.
. print bvec/title='--------------Variables in the Equation----------------'
/rnames=rnms /clabels='B' 'SE(B)' 'Beta' 'B/SE(B)'.
. print /space=newpage.
end if.
*---------------------------------------------------------------------------.
* Save kept results into file. The number of cases in the file will be
* equal to the number of values of k for which results were produced. This
* will be simply 1 if k was specified.
*---------------------------------------------------------------------------.
|
Locked
