Ridge (Ridge Regression and Ridge Trace)

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Joined: Sun Dec 16, 2012 12:12 pm

Re: Ridge (Ridge Regression and Ridge Trace)

Postby assaf » Sun Dec 16, 2012 11:18 pm


So it can’t be done using e-views? is there any otherway -than add-ins- to apply it ?


EViews Gareth
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Re: Ridge (Ridge Regression and Ridge Trace)

Postby EViews Gareth » Mon Dec 17, 2012 8:41 am

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Re: Ridge (Ridge Regression and Ridge Trace)

Postby Kavorka » Mon Sep 05, 2016 5:58 am

EViews Gareth wrote:You would have to modify the original program to add standard errors. There is no @resample equivalent for matrices :(

I ask this since this is a 5-year-old post. Is there any matrix equivalent to the series' "@resample in the newest version of EViews. Especially when having start-up values for simulations it is not convenient to save in series. Easier to save in matrices (and stom and mtos slows down), but maybe there are techical difficulties in having a resampling bootstrap for matrices, I do not know.

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