https://communities.sas.com/t5/Statistical-Procedures/How-to-find-R2-and-adjusted-R2-for-ridge-regression-model/m-p/415618#M21808 <P>When I run this code:</P><P>&nbsp;</P><P>&nbsp;</P><PRE>proc reg data=mydata outest=regout;<BR />model y=x1 x2 x3 x4 / ridge=0.02;<BR />run;</PRE><P>&nbsp;</P><P>&nbsp;</P><P>I get R2, adj R2 and parameter estimates for multiple linear regression. Are there any options to get them for ridge regression?</P><P>&nbsp;</P><P>Sorry, I maybe asking a dumb question, I'm new to SAS and I can't find the solution.</P> Wed, 22 Nov 2017 19:24:05 GMT june94 2017-11-22T19:24:05Z https://communities.sas.com/t5/Statistical-Procedures/How-to-find-R2-and-adjusted-R2-for-ridge-regression-model/m-p/415618#M21808 <P>When I run this code:</P><P>&nbsp;</P><P>&nbsp;</P><PRE>proc reg data=mydata outest=regout;<BR />model y=x1 x2 x3 x4 / ridge=0.02;<BR />run;</PRE><P>&nbsp;</P><P>&nbsp;</P><P>I get R2, adj R2 and parameter estimates for multiple linear regression. Are there any options to get them for ridge regression?</P><P>&nbsp;</P><P>Sorry, I maybe asking a dumb question, I'm new to SAS and I can't find the solution.</P> Wed, 22 Nov 2017 19:24:05 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-find-R2-and-adjusted-R2-for-ridge-regression-model/m-p/415618#M21808 june94 2017-11-22T19:24:05Z https://communities.sas.com/t5/Statistical-Procedures/How-to-find-R2-and-adjusted-R2-for-ridge-regression-model/m-p/415812#M21813 <P><A href="https://blogs.sas.com/content/iml/2017/10/25/principal-component-regression-drawbacks.html" target="_blank">https://blogs.sas.com/content/iml/2017/10/25/principal-component-regression-drawbacks.html</A></P> <P>&nbsp;</P> <P>Calling&nbsp;<a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/13684">@Rick_SAS</a></P> Thu, 23 Nov 2017 12:49:10 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-find-R2-and-adjusted-R2-for-ridge-regression-model/m-p/415812#M21813 Ksharp 2017-11-23T12:49:10Z