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cat06
2008 Jan 25
2
'Best penalty' in design package
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(.001, 5, by=.1)))
output:
Best penalty:
penalty df
1.001 13.26012
Var1 df aic bic aic.c
1 0.001 13.99894 337.7431 279.2273 336...