Tirthadeep wrote:
> 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
My book Regression Modeling Strategies is a reference source for the
Design package. See the chapter on maximum likelihood.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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