Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: problem with ridge regression output


From   Jade Redoblado <[email protected]>
To   [email protected]
Subject   st: problem with ridge regression output
Date   Wed, 8 Dec 2004 16:09:17 +0800

Hi! I tried running generalized ridge regression using Stata code by
Bob Obenchain but Stata still continued to drop variables in the
regession. I checked and found out that Stata drops variables only if
there are linear dependencies in the data. How can this be when I'm
already doing ridge regression? Isn't it the case that even if I use
the most inappropriate ridge parameter values, I'd still won't get
signs of linear dependencies in my runs?

Jade
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index