  In "Li, L. and Yin, X. (2008). Sliced Inverse Regression with
Regularizations. Biometrics, 64(1):124--131" a ridge SIR estimator is
introduced as the solution of a minimization problem and computed thanks to an
alternating least-squares algorithm. This methodology reveals good performance
in practice. In this note, we focus on the theoretical properties of the
estimator. Is it shown that the minimization problem is degenerated in the
sense that only two situations can occur: Either the ridge SIR estimator does
not exist or it is zero.
