On Aug 3, 2009, at 10:50 AM, annie Zhang wrote:
Hi, R users,
Is there any package for penalized logistic regression with more
than two
response classes? I read the manual for stepPlr, but it seems it's
only for
binary case.
Thank you,
Annie
Take a look at the lrm() function in Frank's Design package. This
supports ordinal LR and penalty functions.
You might also want to secure a copy of Frank's book and review
chapters 13 and 14 which cover the topic. More information here:
http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS
HTH,
Marc Schwartz
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