Prof Brian Ripley wrote:
> On Fri, 3 Nov 2006, Zheng Yuan wrote:
>
>> Dear all experts,
>>
>> Does anyone know if there is a R function which can perform Ridge
>> regression for logistic models?
>
> multinom and nnet in the package of that name.
>
You can also use the lrm function in the Design package, which makes it
relatively easy to specify penalization patterns by type of model term
(e.g., to obtain more penalization for interaction or nonlinear terms).
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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