ridge regression with correlation/covariance input?

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Spss provides a ridge regression macro that uses the raw data file. We’ve passed the raw data through mplus to get a missing data included covariance matrix and we want to pass that through a ridge regression procedure. Has anyone done ridge regression with matrix input? Practically, I think this means having modified the ridge regression macro to process a covariance matrix?

Thanks, Gene Maguin

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关键词：correlation regression covariance regressio relation procedure included provides process through

If you look at the innards, one of the first thing it does is create a
correlation matrix.
Just modify the macro to read the correlation matrix instead of the raw
data.
You can convert the COVARIANCE matrix to a correlation matrix using
MCONVERT.

David Marso