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
Dat
>Question 1. Consider the following example from help(ridge):
> fit1 <- coxph(Surv(futime, fustat) ~ rx + ridge(age, ecog.ps, theta=1),
>ovarian)
>As I understand, this builds a model in which `rx' is the predictor,
>whereas ridge penalty term contains variables `age' and
>`ph.ecog'. Could someo
Hello,
I have questions regarding penalized Cox regression using survival
package (functions coxph() and ridge()). I am using R 2.8.0 on Ubuntu
Linux and survival package version 2.35-4.
Question 1. Consider the following example from help(ridge):
> fit1 <- coxph(Surv(futime, fustat) ~ rx + rid
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