As mentioned on this list recently, you should
say where programs other than those in official
Stata come from.
The program -rxridge- was written by R.L. Obenchain
and published in STB-28 in 1995. There is also
a more recent version by William Gould on the
StataCorp website, which contains a work-around
for problems arising with the program in Stata 6.
The author does not appear to be active in the Stata
community. There was some question a few years back about updating
this program further, but nothing happened as
far as I can see.
-rxridge- uses a very outdated way of saving datasets
it is working with in named files in the current
directory.
In your case, you may be using Stata in a directory
in which you have no write access. That is a very
wild guess.
Nick
[email protected]
Sriram Narayanan
> I want to know more about ridge regression in stata. I
> actually am working with some data that seems to be
> highly multicollinear. I looked up the literature that
> ridge regression could be onne way to estimate the
> pareameters.
>
> I am tryinf the dollowing command
>
> rxridge y x1 x2 x3
>
> in my case it terminates with the following message.
>
>
> RXridge: Shrinkage Coefficients...
> obs was 0, now 25
> (18 missing values generated)
> (note: file rxridge1.dta not found)
> file rxridge1.dta could not be opened
> r(603);
>
>
> This might be a very dumb question but I will be very
> grateful for a response.
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