Re: Question about ridge regression

Posted by David Marso on Oct 28, 2013; 2:59pm
URL: http://spssx-discussion.165.s1.nabble.com/Question-about-ridge-regression-tp5722754p5722762.html

And for those who lack the $ for categories?
I suspect it would take you (Jon) about 5-10 minutes to add support for MATRIX input, multiple data sets (rather than saving the data to a temp file), and make the output prettier.
AFAICT:  I am the very last person to have touched that code probably back in 1996 (I was still in teksport) ?
---

Jon K Peck wrote

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.