Dear All,
Please, is there any package in R that has implemented ridge regression for
beta and gamma models?
If not, kindly help me to adjust my model below for the beta regression so as
to accommodate ridge
penalty. Thanks.
lbeta <- function(par,y,X){
n <-length(y)
k <- ncol(X)
beta <- par[1:k]
phi <- par[k+1]
if(phi < 0)return(NA)
mu <- X%*%beta
val <- vector()
mu <- X%*%beta
mul <- exp(mu)/(1+exp(mu))
p <- phi*mul; q <- phi*(1-mul)
for(i in 1:n) val[i] <- dbeta(y[i],p[i,],q[i,],log=TRUE)
return(-sum(val))
}
James
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