Lars Bishop wrote:
Dear R experts,
The lrm function in the Design package can perform penalized (Ridge)
logistic regression. It is my understanding that the ridge solutions are not
equivalent under scaling of the inputs, so one normally standardizes the
inputs. Do you know if input standardization is done internally in lrm or I
would have to do it prior to applying this function.
It's done internally, as buried in the documentation somewhere.
Actually lrm puts the scaling factors (standard deviations for
continuous variables) into the penalty matrix.
Frank
Also, as I'm new in R (coming from SAS) I don't know how well R will handle
relatively large data sets (e.g. 1/2 million observations on 40 variables).
I'll appreciate your comments.
Many thanks in advance.
Lars/
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