Good day, I am attempting to implement a partial ridge regression whereas the ridge penalty is only applied to the multicollinear regressors. I can identify the multicollinear regressors, but cannot figure out how to limit the ridge penality to those regressors. I have been reviewing the help files for "ridgereg" and "ridgeregress", but cannot figure it out. Thanks in advance for any assistance or thoughts on this. -Robert
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