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RE: st: RE: Logistic regression with correlated predictors


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Logistic regression with correlated predictors
Date   Sun, 27 Nov 2005 17:05:03 -0000

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 
n.j.cox@durham.ac.uk 

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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