Jheng-Jhong Wang
2011-Mar-24 07:29 UTC
[R] About proportional odds ratio model with LASSO in ordinal regression
Dear R-users, I try to fit proportional odds ratio model "with LASSO" in ordinal regression. But I just find as below: "glmnet" package which used in Binomail and Multinomail response. "glmnetcr" package which used in contiuation-Ratio Logits model. Does someone know a package and/or function on R to do proportional odds ratio model with LASSO together? Thanks. --- Jheng Jhong Wang
Juliet Hannah
2011-Mar-27 13:54 UTC
[R] About proportional odds ratio model with LASSO in ordinal regression
If you can work with a different penalty check out the lrm function from the rms package, which uses penalized likelihood to fit proportional odds. 2011/3/24 Jheng-Jhong Wang <iiambacki at gmail.com>:> Dear R-users, > > ? ? ? ? I try to fit proportional odds ratio model "with LASSO" in > ordinal regression. > ?But I just find as below: > "glmnet" package which used in Binomail and Multinomail response. > "glmnetcr" ?package which used in contiuation-Ratio Logits model. > Does someone know a package and/or function on R to do proportional > odds ratio model with LASSO together? > Thanks. > > --- > Jheng Jhong Wang > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >