![Understanding ridge regression in SAS](https://blogs.sas.com/content/iml/files/2013/03/t_ridgereg.png)
Someone recently asked a question on the SAS Support Communities about estimating parameters in ridge regression. I answered the question by pointing to a matrix formula in the SAS documentation. One of the advantages of the SAS/IML language is that you can implement matrix formulas in a natural way. The