"Safa Gurcan" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > Dear Folks, > In multiple regression analysis; model summary (R2, adjusted R2) and ANOVA > results display in the output screen. I used ridge regression analysis to > my data in SYSTAT but, didn't see any of the results above except > standardized and unstandardized coefficient and lamda . Does Ridge > regression have R2 and SEM ? How de we understand that the unstandardized > regression coefficients explained the variation of dependent variable? > > thanks for advice. > > Safa Gurcan > ------------------------------------- One of the problems with ridge analysis is that there is no defined stopping point. Ridge analysis is good when one wants to make "good" predictions of Y values where the X values are near to and exceed the limits of the sample space. In many cases involving physical (chemical) data, the predictions exceed physical constraints, and by using ridge analysis, one "relaxes" the fit to where the predictions are withing "reality". Standard fit measures are not much help here to establish a "stopping point".
Ridge analysis was "invented" in an industrial environment (evolutionaly optimization), where there was a good base of experience to know if a prediction seemed to be in a region of "reality". David Heiser . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
