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Date:         Thu, 19 Apr 2001 09:41:02 -0700
Reply-To:     Dale McLerran <dmclerra@MY-DEJA.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Dale McLerran <dmclerra@MY-DEJA.COM>
Subject:      Re: Ridge Regression
Comments: To: cobas@asu.edu
Content-Type: text/plain

Josť,

I am not sure that this is the correct forum to really address this particular question. I have used ridge regression in the past, but have not done so for quite a few years now, one reason being that the data I work with mostly are group randomized trials data. These data require random effects regression models. The ridge solution for minimizing MSE is not available for the MIXED procedure. For that matter, I don't know if a ridge regression would even be appropriate mathematically when using the MIXED procedure. Really, I think that you would have to do some literature search to see whether anyone is using ridge regression these days.

Just out of curiosity, what motivated you to raise the issue here on SAS-L?

Dale

>Date: Thu, 19 Apr 2001 08:41:16 -0700 >Reply-To: "Jose A. Cobas" <cobas@ASU.EDU> >From: "Jose A. Cobas" <cobas@ASU.EDU> >Subject: Ridge Regression >To: SAS-L@LISTSERV.UGA.EDU > >Hi folks, >What ever became of ridge regression? Is it not used anymore? Thanks in >advance. > > > >Josť A. Cobas, Ph.D. >Professor >Department of Sociology >Arizona State University >Tempe, AZ 85287-2101 >Voice: (480) 965-3785 >Fax: (480) 965-0064 > > > ><< msg2.html >>

--------------------------------------- Dale McLerran Fred Hutchinson Cancer Research Center mailto: dmclerra@fhcrc.org Ph: (206) 667-2926 Fax: (206) 667-5977 ---------------------------------------

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