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.
https://blogs.sas.com/content/iml/2017/10/25/principal-component-regression-drawbacks.html
Calling @Rick_SAS
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