Hello,   I am a PhD student. I am facing the problem of multicollinearity (VIF>10) and I can't drop the variables. The problem is arising due to the use of interaction terms. While searching for the solution, I came to know about the ridge regression and used the following sas code:   proc reg data=OBJ.OBJ1 outvif outest=vif ridge=0 to 0.05 by .002; model WCRATIO= wcs BGDUM WIO INTPROMBG INTPROMIO intbgio Wsize Wpbratio Wcfota WCFVOLSD Wcapex WnwctaCASHMS Wlev dd wrdsales; run; proc print data=vif; run;   it is giving the output but without standard error, t-value and p-value. To report the output table for my thesis, I need the t value. How can I get the required information for my thesis. I am attaching the screenshot of the output. Please help. It will be really grateful to get the t-value otherwise I will not be able to use this output because there is no way to tell whether coefficients are significant.   Thank you.   Rajneesh Jha     ... View more