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help for ^rxrcrlq^     					  STB-28: sg45
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Generalized ridge regression: shrinkage shape
---------------------------------------------

        ^rxrcrlq^ depvar varlist [^if^ exp] [^in^ range]

		[^,^ ^nq(^#^)^ ^qmax(^#^)^ ^qmin(^#^)^ ^r^escale^(^#^)^ ^t^ol^(^#^)^ ]


To reset problem-size limits, see ^help matsize^.


Description
-----------

^rxrcrlq^ uses classical, normal-theory, maximum-likelihood to identify the
shrinkage path of MSE optimal shape (or curvature) for generalized ridge
regression of ^depvar^ on ^varlist^.


Options
-------

^nq(^#^)^ specifies an integer number of ^qshape^ values to evaluate between ^qmin^
    and ^qmax^, inclusive.  The default value is 21, and ^nq^ cannot be reset to
    any integer value less than 9.

^qmax(^#^)^ specifies the maximum ^qshape^ to evaluate.  The default value is 5,
    and ^qmax^ cannot be reset to any value less than 2.

^qmin(^#^)^ specifies the minimum ^qshape^ to evaluate.  The default value is -5,
    and ^qmin^ cannot be reset to any value greater than -2.

^rescale(^#^)^ controls the scaling of the response variable and all p
    predictor variables in the ^varlist^.  The default value is ^rescale^=1 to
    scale all centered variables to have sample variance 1.  ^rescale^=0 should
    be specified to retain the original scalings.

^tol(^#^)^ specifies search convergence criterion and defaults to 0.01.


Example
-------

 . ^rxrcrlq mpg cylnds cubins hpower weight^


Author
------

        Robert L. Obenchain
        Eli Lilly and Company


Also see
--------

    STB:  STB-28 sg45
On-line:  ^help^ for @rxridge@ and @rxrmaxl@

