RIDGEREG: Stata module to compute Ridge Regression Models

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: ridgereg estimates Ridge Regression Models

Language: Stata
Requires: Stata version 10
Keywords: regression; Multicollinearity; ridge; Ridge Regression; Farrar-Glauber Multicollinearity tests; Variance Inflation Factor; Condition Index; Theil R2 Multicollinearity Effect; Gleason-Staelin Multicollinearity Range; Heo Multicollinearity Range (search for similar items in EconPapers)
Date: 2011-10-15, Revised 2012-12-29
Note: This module should be installed from within Stata by typing "ssc install ridgereg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/ridgereg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridgereg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridgereg.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridgereg1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/ridgereg2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/ridgereg3.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457347

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