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june94
Calcite | Level 5

When I run this code:

 

 

proc reg data=mydata outest=regout;
model y=x1 x2 x3 x4 / ridge=0.02;
run;

 

 

I get R2, adj R2 and parameter estimates for multiple linear regression. Are there any options to get them for ridge regression?

 

Sorry, I maybe asking a dumb question, I'm new to SAS and I can't find the solution.

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