[R] Help understanding lrm function of Design library

[Michael Denslow]

On Tue, Aug 18, 2009 at 8:13 AM, Frank E Harrell
Jr<f.harrell at vanderbilt.edu> wrote:
> Noah Silverman wrote:
>>
>> Hi,
>>
>> I'm developing an experiment with logistic regression.
>>
>> I've come across the lrm function in the Design  library.
>>
>> While I understand and can use the basic functionality, there are a ton of
>> options that go beyond my knowledge.
>>
>> I've carefully read the help page for lrm, but don't understand many of
>> the arguments and optional return values.
>> (penalty, penalty.matrix, strata.penalty, var.penalty, weights)
>>
>> Additionally, there are several items returned in the model that I don't
>> understand.
>> (Max Derriv, Model L.R, C, Dxy, Gamma, Tau-a, R2, Briar, Wald Z)
>>
>> 1) Could someone point me to an online resource where I could learn more?
>>  (I'm big on trying to teach myself.)
>>
>> 2) Or, alternately, does anybody want to explain a few things for me?
>>
>> Thanks!
>>
>> --
>> Noah
>
> My book Regression Modeling Strategies covers much of that.  Its case study
> on penalized ordinal logistic regression is also largely in a paper in
> Statistics in Medicine if you have access to that.  Once you do some
> background reading I'll be glad to answer some focused questions.
> Frank
>
> --
> Frank E Harrell Jr   Professor and Chair           School of Medicine
>                     Department of Biostatistics   Vanderbilt University
>

Noah,

I have found the Regression Modeling Strategies book to be incredibly
valuable. I also took a Regression course with Frank Harrell this past
February (http://biostat.mc.vanderbilt.edu/wiki/Main/RmS#2009_Upcoming_short_courses_in_R).
I can not say enough about this course. I am an ecologist but had no
problem with the mostly medical examples. Dr. Harrell is a great
teacher! There was so much great information presented that I hope to
repeat the course if at all possible!

Good luck,
Michael


-- 
Michael Denslow

Graduate Student
I.W. Carpenter Jr. Herbarium [BOON]
Department of Biology
Appalachian State University
Boone, North Carolina U.S.A.

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