[R] 'Best penalty' in design package

[Tirthadeep]

Dear Users,

In case of ridge logistic regression, i want to calculate the optimum
penalty using aic and bic criteria. Here is the sample code:

fit <- lrm(RES ~CAT01+NUM01+NUM02+CAT02+CAT03+CAT04+NUM03+CAT05+CAT06+NUM04+
                CAT07+CAT08+NUM05+NUM06, data = train.data, x = TRUE, y =
TRUE)
pentrace(fit, penalty = list(seq(.0001, 5, by=.01)))

Best penalty:

 penalty       df
  1.0501 13.23308

      Var1       df         aic           bic       aic.c
1   0.0001 13.99989 337.7412 279.2214 336.8438
2   0.0101 13.98932 337.7622 279.2866 336.8661
3   0.0201 13.97886 337.7826 279.3507 336.8878
4   0.0301 13.96851 337.8025 279.4139 336.9090
5   0.0401 13.95827 337.8218 279.4760 336.9297
6   0.0501 13.94814 337.8407 279.5372 336.9498
7   0.0601 13.93812 337.8591 279.5975 336.9694
8   0.0701 13.92819 337.8769 279.6569 336.9885
9   0.0801 13.91837 337.8943 279.7153 337.0071
10  0.0901 13.90864 337.9113 279.7729 337.0253
11  0.1001 13.89901 337.9278 279.8297 337.0430
12  0.1101 13.88947 337.9439 279.8857 337.0603
13  0.1201 13.88002 337.9595 279.9408 337.0771
14  0.1301 13.87065 337.9748 279.9952 337.0935
15  0.1401 13.86138 337.9896 280.0488 337.1095
16  0.1501 13.85219 338.0041 280.1017 337.1252
17  0.1601 13.84308 338.0182 280.1539 337.1404
18  0.1701 13.83405 338.0319 280.2053 337.1552
19  0.1801 13.82511 338.0452 280.2561 337.1697
20  0.1901 13.81623 338.0583 280.3062 337.1838
21  0.2001 13.80744 338.0709 280.3556 337.1976
22  0.2101 13.79872 338.0833 280.4044 337.2110
23  0.2201 13.79007 338.0953 280.4526 337.2241
...
...

I can't understand what does it mean by 'best penalty'. The aic and bic
values corresponding to the best penalty are not minimum. Please clarify.

Tirtha
-- 
View this message in context: http://www.nabble.com/%27Best-penalty%27-in-design-package-tp15082883p15082883.html
Sent from the R help mailing list archive at Nabble.com.