?===================================================================

? Ridge regression.  This program operates interactively.          =

?                                                                  =

? User must define the data matrix with the following line:        =

?                                                                  =

?        NAMELIST         ; X = ... $                              =

?                                                                  =

? User's dependent variable is Y.  Change the following line       =

?                                                                  =

?        CREATE           ; Y = the dependent variable $           =

?===================================================================

         CALC           ; r  = 1 ; K = col(X) $

         MATRIX         ; XX = N * XVCM(X) ; XY=N * XVCM(X,y) $

         PROCEDURE

            MATRIX      ; XXI=XX & r*IDEN(K) ; Br=SINV(XXI) | Xy $

         ENDPROC

         EXECUTE        ; Query = r $