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fit2
2009 Aug 01
2
Cox ridge regression
...of the model? Based on definition of
Cox ridge regression (see for example [1]), or any other regularized
regression, the penalty term is a function of the coefficients
corresponding to the predictor variables, and nothing else.
Question 2. Consider a similar example:
> library(survival)
> lfit2 <- coxph(Surv(time, status) ~ age+ph.ecog + ridge(age, ph.ecog, theta=1), cancer)
> print(lfit2)
Call:
coxph(formula = Surv(time, status) ~ age + ph.ecog + ridge(age,
ph.ecog, theta = 1), data = cancer)
coef se(coef) se2 Chisq DF p
age 1.13e-02 0.11...