Re: [R] Cox ridge regression

2009-08-03 Thread ljubomir
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

Re: [R] Cox ridge regression

2009-08-03 Thread Terry Therneau
>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

[R] Cox ridge regression

2009-08-01 Thread Ljubomir Buturovic
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