rxridge   FI onlinerate  Fsupervise  stoutput  Interinvest

RXridge:  Shrinkage Path has Qshape = 0.00
RXridge:  Adjusted response sum-of-squares =       154
RXridge:  OLS Residual Variance = .59444829
RXridge:  Variance of Principal Correlations = .00386005
MCAL =  0.000 ... True  OLS Summed SMSE = .06492405
MCAL =  0.250 ... Estimated Summed SMSE = .06327642
MCAL =  0.500 ... Estimated Summed SMSE = .08181735
MCAL =  0.750 ... Estimated Summed SMSE = .11528899
MCAL =  1.000 ... Estimated Summed SMSE = .15909078
MCAL =  1.250 ... Estimated Summed SMSE = .20947097
MCAL =  1.500 ... Estimated Summed SMSE =  .2636054
MCAL =  1.750 ... Estimated Summed SMSE = .31956587
MCAL =  2.000 ... Estimated Summed SMSE = .37650744
MCAL =  2.250 ... Estimated Summed SMSE = .43434083
MCAL =  2.500 ... Estimated Summed SMSE = .49232298
MCAL =  2.750 ... Estimated Summed SMSE = .55077352
MCAL =  3.000 ... Estimated Summed SMSE = .61041863
MCAL =  3.250 ... Estimated Summed SMSE = .67238132
MCAL =  3.500 ... Estimated Summed SMSE = .73815226
MCAL =  3.750 ... Estimated Summed SMSE = .80950091
MCAL =  4.000 ... Estimated Summed SMSE = .88832365

RXridge:  Shrinkage Coefficients...
obs was 0, now 17
(12 missing values generated)
file rxridge1.dta saved

RXridge:  Scaled MSE Risk Estimates...
obs was 0, now 17
(12 missing values generated)
file rxridge2.dta saved

RXridge:  Excess Eigenvalue Estimates...
obs was 0, now 17
(12 missing values generated)
file rxridge3.dta saved

RXridge:  Inferior Direction Cosine Estimates...
obs was 0, now 17
(12 missing values generated)
file rxridge4.dta saved

RXridge:  Shrinkage DELTA Factors...
obs was 0, now 17
(12 missing values generated)
file rxridge5.dta saved

RXridge:  Estimated Sigma = .77100473

RXridge:  Uncorrelated Components...                   Number of obs =       0
------------------------------------------------------------------------------
          FI |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          c1 |   .3237163       .038     8.52   0.000      .248632    .3988006
          c2 |  -.3277059   .0717232    -4.57   0.000    -.4694241   -.1859878
          c3 |  -.0127605   .0976697    -0.13   0.896    -.2057465    .1802255
          c4 |   .5920029    .149888     3.95   0.000     .2958384    .8881675
------------------------------------------------------------------------------