For me it would seem much easier to compare Hedda with many of Ibsen's other characters, but I think that comparing her to Gregers and Ekdal from The Wild Duck to be one of the most difficult comparisons.
I think Hedda is more like Gregers then she is to Ekdal. She is restrained by her acceptance of society's values, by the narrowness of her social circle, and by her limited interests. Gregers too feels that it is society's acceptance of whether or not Hedvig is his or not that makes him want to leave his home. Both characters are also children of famous military generals, but these differ in that Gregers is ashamed of his father about the "scandal" and Hedda is proud of hers and is "her father's daughter". Gregers too I think is very limited in his interests in the world. He loves his photograph invention, but that seems about it.
Even with this, it is Gina who runs the shop. I don't see any "true" connection with Hedvig either. One example of this is his forgetfulness of bringing her back some candy from the party. This "forgetfulness" of Gregers can also be likened to Hedda in that she does not want anything to do with children. She does not want to have her child. Overall, Hedda is like Gregers in that she never attains release on the peaks from the torment of her self-division. Gregers is not sure what he should and shouldn't be doing about Hedvig, and Hedda has troublesome thoughts about her child as well.
One other thing that makes Hedda like Gregers is that he cannot seem to forgive Gina at all once he finds out that Hedvig might not be his daughter. You can see in Hedda that with a few characters, she...