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Re: Ridge (Ridge Regression and Ridge Trace)
Posted: Sun Dec 16, 2012 11:18 pm
by assaf
Dear
So it can’t be done using e-views? is there any otherway -than add-ins- to apply it ?
Regards
Re: Ridge (Ridge Regression and Ridge Trace)
Posted: Mon Dec 17, 2012 8:41 am
by EViews Gareth
No.
Re: Ridge (Ridge Regression and Ridge Trace)
Posted: Mon Sep 05, 2016 5:58 am
by Kavorka
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.
Re: Ridge (Ridge Regression and Ridge Trace)
Posted: Wed Jan 11, 2023 4:44 am
by MJ123456
Can anyone help me get the standard error of the coefficient of the ridge regression in Eviews 12.
Estimates Add-ins ridge regression we find Raw Ridge and Std.Ridge
My question is, Std.Ridge is standard error of ridge regression coefficient.
Thank you in advance