ridge

Fit a bounded L2-penalized linear model using a fixed penalty level.

When to use

How do I perform ridge regression to handle multicollinearity and shrink coefficients?

Syntax

ridge linear y x1 x2 [, alpha(<num>) noconstant]

Examples

ridge linear wage educ exper
ridge linear wage educ exper, alpha(0.25)
ridge linear wage educ exper, noconstant

See also

• Command Reference Index
• User Guide
• In-App Help System