Date: Thu, 23 Sep 1999 14:42:19 +0200
Reply-To: F a b r i z i o <Fabrizio1@USA.NET>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: F a b r i z i o <Fabrizio1@USA.NET>
Organization: KLM Royal Dutch Airlines
Subject: Re: Ridge regression
Haiyi Xie wrote in message <27296955@prancer.Dartmouth.EDU>...
>Which procedure or macro can do ridge regression?
Basic features when fitting quadratic response models
are available in PROC RSREG.
The RIDGE analysis of PROC RSREG supports an
automatic and a manual mode for RIDGE analysis.
Also, PROC REG supports the RIDGE analysys method
but only in manual mode: you have to explicitly code analysis
points, and the results are, without hypothesis testing,
written to the outest= dataset.
More info can be found in SAS/STAT User's Guide (RSREG),
or Technical Report P229 and SAS/STAT Changes &
Enhancements through Release 6.11 (PROC REG).