[R] Algorithm for penalized regression in design package

Frank E Harrell Jr f.harrell at vanderbilt.edu
Wed Jan 2 22:58:22 CET 2008

Tirthadeep wrote:
> Dear R-users,
> I'm using lrm() in from the design package for l2-regularized logistic
> regression.
> 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. 
> Thanks,
> Tirtha

My book Regression Modeling Strategies is a reference source for the 
Design package.  See the chapter on maximum likelihood.

Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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