Ridge Regression Coefficients and Simple OLS Linear Regression Coefficients Converge But Notes do Not Say Weight was Used in Ridge

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Ridge Regression Coefficients and Simple OLS Linear Regression Coefficients Converge But Notes do Not Say Weight was Used in Ridge

Feinstein, Zachary
I am trying the Ridge Regression macro for the first time.  For weighted
data it a k = 0 one would think that the Ridge Regression coefficients
would match the same for OLS Linear Regression and they do.  I noticed
that the Weighted Ridge Regression solution does not say it was weighted
in the Notes even though it clearly was.
 
Please let me know if I should be concerned in any way.
 
Thank you.
 
Zachary

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