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

st: rxridge


From   Sriram Narayanan <ssriram74@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: rxridge
Date   Tue, 13 Sep 2005 07:38:02 +0100 (BST)

I want to know more about ridge regression in stata. I
actually am working with some data that seems to be
highly multicollinear. I looked up the literature that
ridge regression could be onne way to estimate the
pareameters. 

I am tryinf the dollowing command

rxridge y x1 x2 x3

in my case it terminates with the following message.


RXridge:  Shrinkage Coefficients...
obs was 0, now 25
(18 missing values generated)
(note: file rxridge1.dta not found)
file rxridge1.dta could not be opened
r(603);


 This might be a very dumb question but I will be very
grateful for a response.

Thanks

Sri


	
	
		
___________________________________________________________ 
Yahoo! Messenger - NEW crystal clear PC to PC calling worldwide with voicemail http://uk.messenger.yahoo.com
*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index