[R] Algorithm for penalized regression in design package

Tirthadeep sabya231 at gmail.com
Wed Jan 2 21:52:50 CET 2008

Dear R-users,

I'm using lrm() in from the design package for l2-regularized logistic

Does anyone know which algorithm lrm() uses for this? An article by Cessie 
and Houwelingen (Ridge estimators in logistic regression; Applied
Statistics, 1992) is cited in the reference manual. Is this the source
article? If not kindly refer the source article. 

View this message in context: http://www.nabble.com/Algorithm-for-penalized-regression-in-design-package-tp14585916p14585916.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list