chaoyajituan 发表于 2010-9-18 14:34 
请教各位大侠,SAS作岭回归的具体程序步骤是怎样的?如果不要截距项又是怎样的?要求保持变量个数并解决多重共线性较好的方法是岭回归吗?
All are in SAS proc reg.
要求保持变量个数并解决多重共线性较好的方法是岭回归吗?The ridge is an approach to trade off between unbiasness and regresion statbilities. It is not easy to judge. It is most often than not to judge it based on business intuition.