[R] penalized logistic regression

[Marc Schwartz]

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