Search found 3 matches

by annasaralindfors
Wed Jul 27, 2011 9:36 pm
Forum: Add-in Support
Topic: Ridge (Ridge Regression and Ridge Trace)
Replies: 47
Views: 42988

Re: Ridge (Ridge Regression and Ridge Trace)

Is it the UNCENTERED variance inflation factor (VIF) that is presented for the ridgereg add-in?
by annasaralindfors
Wed Jul 20, 2011 4:56 am
Forum: Add-in Support
Topic: Ridge (Ridge Regression and Ridge Trace)
Replies: 47
Views: 42988

Re: Ridge (Ridge Regression and Ridge Trace)

You would have to modify the original program to add standard errors. There is no @resample equivalent for matrices :( Is there any @resample equivalent for 'groups', or any other way for pairwise resampling? It would be useful with SEs for ridge. Another suggestion, it would be useful with a compi...
by annasaralindfors
Mon Jul 18, 2011 2:06 pm
Forum: Add-in Support
Topic: Ridge (Ridge Regression and Ridge Trace)
Replies: 47
Views: 42988

Re: Ridge (Ridge Regression and Ridge Trace)

It would be excellent to get some standard errors for the ridge regression. Is it possible to get that? If the eviews staff do not have the time you could give some code or advice on how to create this. Standard errors based on block bootstrapping would work or maybe as suggested above standard erro...

Go to advanced search