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
Search found 2 matches
- Wed Jan 11, 2023 4:44 am
- Forum: Add-in Support
- Topic: Ridge (Ridge Regression and Ridge Trace)
- Replies: 48
- Views: 94445
- Mon Dec 05, 2022 11:42 pm
- Forum: Programming
- Topic: Standard error of ridge regression
- Replies: 0
- Views: 6279
Standard error of ridge regression
I am using EViews 12 and would like help on how to get the standard error from the estimated slope coefficients in the Ridge regression model.