[R] Logistic ridge regression ...
r.e.darnell at ncl.ac.uk
Tue Mar 28 14:46:55 CEST 2000
John Logsdon <j.logsdon at lancaster.ac.uk> writes:
> I have some data (v. large amount) with a (0,1) response where I want to
> minimise the errors in the betas rather than SS or deviance.
> So can anyone point me to a ridge regression function or equivalent for
> such a logistic regression case?
You could start by looking at V&R Examples
There is a small ridge regression problem there. You will need to adapt it to
the glm case by hacking at the standard glm.fit function.
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