利用SAS软件的reg过程的ridge=选项就很容易实现。假设SAS数据集ds包含有用于建模的四个变量x1,x2,x3,y,岭参数的取值为0,0.002,0.0004,0.006,....,0.018,0.02,则程序如下:
proc reg data=ds outstb outest=ridge_out(where=(_type_="RIDGE")) ridge=0 to 0.02 by .002;
model y=x1 x2 x3/noprint;
run;
本文如未解决您的问题请添加抖音号:51dongshi(抖音搜索懂视),直接咨询即可。