ridge

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Panel Data Ridge Regression?

5

Hello Steffen, How are you doing? Thanks for keeping this package. I'm thinking of using your package for a set of panel data, 30 years, 38 c_id. Your package can...

tallysfeldens

ridge:::vcov.ridgeLinear computes wrong ridge standard errors

1

Dear Steffen, I believe there are some errors in the expression employed to compute the standard errors of the ridge linear coefficients (ridge:::vcov.ridgeLinear). Specifically, it always penalizes the intercept (even...

BenjaminPlanterose

Changing order of matrix multiplication evaluation to significantly reduce memory consumption and increase speed.

psl-schaefer