On Sep 25, 2009, at 8:33 PM, 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.
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 don't have the answer to your first question but I routinely work
with a dataset that is several times that large using the Design (and
now) the rms packages. (You do need to have sufficient physical
memory, but it is not R that is the limiting factor.)
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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