Re: [R] Algorithm for penalized regression in design package

2008-01-02 Thread Frank E Harrell Jr
Tirthadeep wrote: > Dear R-users, > > I'm using lrm() in from the design package for l2-regularized logistic > regression. > > Does anyone know which algorithm lrm() uses for this? An article by Cessie > and Houwelingen (Ridge estimators in logistic regression; Applied > Statistics, 1992) is cit

[R] Algorithm for penalized regression in design package

2008-01-02 Thread Tirthadeep
Dear R-users, I'm using lrm() in from the design package for l2-regularized logistic regression. Does anyone know which algorithm lrm() uses for this? An article by Cessie and Houwelingen (Ridge estimators in logistic regression; Applied Statistics, 1992) is cited in the reference manual. Is th

[R] Algorithm for penalized regression in design package

2008-01-02 Thread Tirthadeep
Dear R-users, I'm using lrm() in from the design package for l2-regularized logistic regression. Does anyone know which algorithm lrm() uses for this? Thanks, Tirtha -- View this message in context: http://www.nabble.com/Algorithm-for-penalized-regression-in-design-package-tp14585913p145859