Also check out the package "glmpath" which can incorporate both ridge (L2) and lasso (L1) type penalties.
Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Frank E Harrell Jr Sent: Monday, November 06, 2006 7:41 AM To: Prof Brian Ripley Cc: [email protected] Subject: Re: [R] Ridge for logistic regression 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
