SAS中如何实现岭回归?
proc reg
for details, see:
http://cos.name/bbs/read.php?tid=5505
岭参数k如何设置?
many ways, e.g., cross-validation.
是否在进行岭回归之前必须要对变量进行标准化?
no. it depends on your objectives of analysis. but standardization doesn't help to remove the collinearity.