R help - Aug 2009 - penalized logistic regression

Hi, R users,

Is there any package for penalized logistic regression with more than two
response classes? I read the manual for stepPlr, but it seems it's only for
binary case.

Thank you,

Annie

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On Aug 3, 2009, at 10:50 AM, annie Zhang wrote:
> Hi, R users,
>
> Is there any package for penalized logistic regression with more  
> than two
> response classes? I read the manual for stepPlr, but it seems it's  
> only for
> binary case.
>
> Thank you,
>
> Annie
Take a look at the lrm() function in Frank's Design package. This  
supports ordinal LR and penalty functions.

You might also want to secure a copy of Frank's book and review  
chapters 13 and 14 which cover the topic. More information here:

   http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS

HTH,

Marc Schwartz