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help for ^rxridge^     					  STB-28: sg45
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Generalized ridge regression: trace displays
--------------------------------------------

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

                [^,^ ^m^steps^(^#^)^ ^q^shape^(^#^)^ ^r^escale^(^#^)^ ^t^ol^(^#^)^ ]


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


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

^rxridge^ performs 2-parameter shrinkage regression of depvar on varlist
displaying traces of (1) fitted coefficients, (2) scaled mean squared errors,
(3) excess MSE eigenvalues, (4) inferior direction cosines, and (5) principal
axis shrinkage (delta) factors.


Options
-------

^msteps(^#^)^ specifies the number of steps per unit increase in ^MCAL^, the multi-
    collinearity allowance parameter; the default value is 4.  The total number
    of steps along the generalized shrinkage path from the least squares solu-
    tion (^MCAL^=0) to all zero coefficients (^MCAL^=p) will thus be 1+(msteps*p).

^qshape(^#^)^ controls the shape (or curvature) of the generalized shrinkage
    path through likelihood space; the default value is 0, which yields Hoerl-
    Kennard "ordinary" ridge regression.  ^qshape^=1 yields uniform shrinkage,
    and all ^qshape^ values between -5 and 5 are allowed.

^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
-------

 . ^rxridge mpg cylnds cubins hpower weight, q(-1)^


Author
------

        Robert L. Obenchain
        Eli Lilly and Company


Also see
--------

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