Thank you Terry, that answered all questions.
As a suggestion, help page for ridge() might indicate that the ridge
term simultaneously introduces predictors and penalizes them.
Ljubomir
From: Terry Therneau
To: Ljubomir Buturovic
Cc: r-help@r-project.org
Subject: Re: Cox ridge regression
e standard Cox regression function, and doesn't
introduce any new predictors. What to make of the ridge(age) and
ridge(ph.ecog) rows in the output?
Question 3. What is the origin and significance of the warning in the
previous example:
Warning message:
In sqrt((diag(x$var2))[kk]) : NaNs produced
--enable-R-shlib; make; make pdf
# make install; make install-pdf
Notice that `make install' has to be run as root.
I am using Feisty Fawn (Ubuntu 7.04), although I doubt that makes a
difference.
Hope this helps,
Ljubomir
8rino-Luca Pantani writes:
> Dear R-users.
> I eventually bo
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