Dear R-users, I'm using lrm() in from the design package for l2-regularized logistic regression.
Does anyone know which algorithm lrm() uses for this? An article by Cessie and Houwelingen (Ridge estimators in logistic regression; Applied Statistics, 1992) is cited in the reference manual. Is this the source article? If not kindly refer the source article. Thanks, Tirtha -- View this message in context: http://www.nabble.com/Algorithm-for-penalized-regression-in-design-package-tp14585916p14585916.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.