check this one http://stackoverflow.com/questions/16299891/estimating-many-interaction-terms-in-glmnet
On Mon, Dec 9, 2013 at 5:39 AM, Aaron Mackey <ajmac...@gmail.com> wrote: > I'm also curious how to use glmnet with survfit -- specifically, for use > with interval regression (which, under the hood, is implemented using > survfit). Can you show how you converted your Surv object formula to a > design matrix for use with glmnet? > > Thanks, > -Aaron > > > On Sun, Dec 8, 2013 at 12:45 AM, Jieyue Li <jieyuel...@gmail.com> wrote: > >> Dear All, >> >> I want to generate survival curve with cox model but I want to estimate >> the >> coefficients using glmnet. However, I also want to include a strata() term >> in the model. Could anyone please tell me how to have this strata() effect >> in the model in glmnet? I tried converting a formula with strata() to a >> design matrix and feeding to glmnet, but glmnet just treats the strata() >> term with one independent variable... >> >> I know that if there is no such strata(), I can estimate coefficients from >> glmnet and use "...init=selectedBeta,iter=0)" in the coxph. Please advise >> me or also correct me if I'm wrong. >> >> Thank you very much! >> >> Best, >> >> Jieyue >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> > > [[alternative HTML version deleted]] ______________________________________________ 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.
