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Help Me S.E of Ridge Regression Coefficient
Posted: Thu May 04, 2017 8:17 am
by dbest
Hello,
I need help on how to generate the Standard Errors of the coefficients in a ridge regression model.
Thanks.
Re: Help Me S.E of Ridge Regression Coefficient
Posted: Thu May 04, 2017 8:29 am
by EViews Gareth
They are not provided by the Add-in.
Re: Help Me S.E of Ridge Regression Coefficient
Posted: Thu May 04, 2017 8:37 am
by dbest
Thanks.
Is there anyway to get it?
Re: Help Me S.E of Ridge Regression Coefficient
Posted: Thu May 04, 2017 8:45 am
by EViews Gareth
You would have to calculate it.
Re: Help Me S.E of Ridge Regression Coefficient
Posted: Thu May 04, 2017 11:45 pm
by dbest
Can you help with the formula/procedure?