Re: Question about ridge regression
Posted by
Jon K Peck on
Oct 28, 2013; 5:11pm
URL: http://spssx-discussion.165.s1.nabble.com/Question-about-ridge-regression-tp5722754p5722764.html
Yes, see the Regularization subdialog.
Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: 720-342-5621
From:
"Yang, Hongwei"
<[hidden email]>
To:
Jon K Peck/Chicago/IBM@IBMUS,
"[hidden email]" <[hidden email]>,
Date:
10/28/2013 10:51 AM
Subject:
RE: Question
about ridge regression
Hi Jon,
It is good to know that SPSS
provides the ridge regression option along with LASSO and ELASTIC NET.
I did not know this before reading this message. So, it is the menu under
Analyze/Regression/Optimal Scaling (CATREG)?
Thanks a lot!!
Hongwei Yang, University
of Kentucky
From: SPSSX(r) Discussion [[hidden email]]
On Behalf Of Jon K Peck
Sent: Monday, October 28, 2013 8:18 AM
To: [hidden email]
Subject: Re: Question about ridge regression
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
peck@...
phone: 720-342-5621
From: David
Greenberg <dg4@...>
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.