我开始在 R 中学习岭回归。我应用了线性岭回归并得到了以下结果。我如何解释结果?
> gridge<-lm.ridge(divorce ~., data=divusa, lambda=seq(0,35,0.02))
> select(gridge)
modified HKB estimator is 0.07693804
modified L-W estimator is 0.3088377
smallest value of GCV at 0.02
> which.min(gridge$GCV)
0.02
2
> round(coef(gridge)[2,-1],3)
year unemployed femlab marriage birth
-0.195 -0.053 0.790 0.148 -0.118
military
-0.042
> round(coef(g)[-1],3)
year unemployed femlab marriage birth
-0.203 -0.049 0.808 0.150 -0.117
military
-0.043
问题:
- 我如何解释结果?
- 我还需要做任何其他的解释吗?