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Link to "RXshrink" R package on CRAN


RXshrink R-package for maximum likelihood shrinkage via "generalized (2-parameter) ridge" or "least angle" regression.


View / Download "RXshrink" package vignette-like PDF file.



RXridge Ver.2008 for Stata (tm) 11.0+ [233K]


Download a Win-Zip archive of *.ADO functions for ridge/shrinkage calculations in Stata version 11.0+  ...with numerical example *.DO files, *.PDF documentation with embedded fonts, and *.TXT installation instructions.



RXridge Ver.9411 for SAS/IML (tm) [36k]


Download a self-extracting, MS-DOS archive of source code for shrinkage/ridge calculations in SAS/IML ...plus ASCII text documentation and numerical examples.



RXridge Ver.2008 for GAUSS (tm) [36k]


Download a self-extracting, MS-DOS archive of source code for shrinkage/ridge calculations in GAUSS ...plus ASCII text documentation and numerical examples.

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