Re: Question about ridge regression

Posted by Jon K Peck on Oct 28, 2013; 12:18pm
URL: http://spssx-discussion.165.s1.nabble.com/Question-about-ridge-regression-tp5722754p5722759.html

Note that ridge regression is available as a built-in procedure in the Categories option (along with lasso and elastic net).


Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: [phone]




From:        David Greenberg <[hidden email]>
To:        [hidden email],
Date:        10/27/2013 09:32 PM
Subject:        [SPSSX-L] Question about ridge regression
Sent by:        "SPSSX(r) Discussion" <[hidden email]>

---

About a dozen years ago or more I used the syntax below to enter a correlation matrix into SPSS, and then estimate a ridge regression on it. Now I am using version 21, and it doesn't work. Could someone telll me how to modify the syntax so that it will run? Thank you, David Greenberg, Sociology Department, New York University
     matrix data variables=ftp unemp lic hgr clear hom
     /contents = n_scalar corr/format=upper.
begin data
    13
      1   .293  .569  .702 -.974  .964
             1    -.167  -.033  -.306  .210
                      1      .904  -.555  .726
                                 1   -.683   .816
                                          1    -.968
                                                   1
end data.
begin matrix 'include 'P:\spsswin\ridgereg.sps'.
ridgereg dep=hom/enter=ftp unemp lic hgr clear
   /start=0/stop=1/inc=.05.
end matrix.