proc glmselect ridge regression without IVs selection

[csetzkorn]

Hi all,

I would like to perform ridge/elastic net regression to obtain more reliable parameter estimates without throwing away features IVs. Is this possible when I use PROC GLMSELECT. Thanks,

C

[lakshmi_74]

PROC GLMSELECT DATA=dsn outvif outest =results_setname RIDGE=ridgeparameter;

MODEL dependent=independent_variables;

PLOT/RIDGEPLOT;

RUN;

[csetzkorn]

I do not think that works. It is not the correct syntx for proc glmselect