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RIDGEREG: Stata module to compute Ridge Regression Models

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

Programming Language

Stata

Abstract

ridgereg estimates Ridge Regression Models

Suggested Citation

  • Emad Abd Elmessih Shehata, 2011. "RIDGEREG: Stata module to compute Ridge Regression Models," Statistical Software Components S457347, Boston College Department of Economics, revised 29 Dec 2012.
    • Handle: RePEc:boc:bocode:s457347
    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.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg.dlg
    File Function: dialog file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg1.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg2.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ridgereg3.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Schneider, Sebastian O. & Sutter, Matthias, 2020. "Higher Order Risk Preferences: New Experimental Measures, Determinants and Field Behavior," IZA Discussion Papers 13646, Institute of Labor Economics (IZA).

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