I don't think there is any Stata program
to apply ridge ideas to logistic regression.
The Stata way of approaching your problem
would probably centre on using science
and preliminary exploratory analysis to
cut down the set of predictors.
Nick
[email protected]
Peter Lewycky
> Where the predictors variables have a significant intervariable
> correlation (say, >0.5). Ridge regression is available for a
> continuously distributed dependent variable but what about a
> dichotomous
> dependent variable? SAS' PROC NLMIXED might be able to do it, but I
> wondered if there's anything in STATA.
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