[R] Design Package - Penalized Logistic Reg. - Query

[David Winsemius]

On Sep 25, 2009, at 8:33 PM, Lars Bishop wrote:

> Dear R experts,
>
> The lrm function in the Design package can perform penalized (Ridge)
> logistic regression. It is my understanding that the ridge solutions  
> are not
> equivalent under scaling of the inputs, so one normally standardizes  
> the
> inputs. Do you know if input standardization is done internally in  
> lrm or I
> would have to do it prior to applying this function.
>
> Also, as I'm new in R (coming from SAS) I don't know how well R will  
> handle
> relatively large data sets (e.g. 1/2 million observations on 40  
> variables).

I don't have the answer to your first question but I routinely work  
with a dataset that is several times that large using the Design (and  
now) the rms packages. (You do need to have sufficient physical  
memory, but it is not R that is the limiting factor.)

-- 

David Winsemius, MD
Heritage Laboratories
West Hartford, CT