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*** RIDGE ANALYSIS USING RSREG -- EXAMPLE 1 ***;
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OPTIONS NODATE NONUMBER LS=80 PS=60;

DATA DSGN; INPUT X1 X2 X3 STRENGTH @@; CARDS;
 -1 -1 -1 6.6  1 -1 -1 6.9  -1  1 -1 7.9   1  1 -1 6.1
 -1 -1  1 9.2  1 -1  1 6.8  -1  1  1 10.4  1  1  1 7.3
 -1.682 0 0 9.8  1.682 0 0 5.0
 0 -1.682 0 6.9  0  1.682 0 6.3
 0 0 -1.682 4.0  0 0  1.682 8.6
 0 0 0 10.1 0 0 0 9.9  0 0 0 12.2
 0 0 0 9.7  0 0 0 9.7  0 0 0 9.6
 ;

PROC RSREG DATA=DSGN;
     MODEL STRENGTH = X1 X2 X3 / LACKFIT;
     RIDGE MAX MIN OUTR=RDG RADIUS=0 TO 1 BY .05;
TITLE 'RIDGE ANALYSIS USING RSREG';

DATA RDG; SET RDG;
     IF _TYPE_='MINIMUM' THEN SYM='-'; ELSE SYM='+';
     SYM1 = '1';
     SYM2 = '2';
     SYM3 = '3';

PROC PLOT DATA=RDG;
      PLOT _PRED_*_RADIUS_=SYM;

PROC SORT DATA=RDG; BY _TYPE_;
PROC PLOT DATA=RDG; BY _TYPE_;
     PLOT X1*_RADIUS_=SYM1
          X2*_RADIUS_=SYM2
          X3*_RADIUS_=SYM3 / OVERLAY VREF=0;

RUN;