Krstajic
Subject: Re: [R] survival: ridge log-likelihood workaround
From: thern...@mayo.edu
To: r-help@r-project.org; dkrsta...@hotmail.com
Date: Fri, 10 Dec 2010 09:07:42 -0600
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Dear all,
I need to calculate likelihood ratio test for ridge regression
You ask some good questions.
I would like to clarify statistics that ridge coxph returns. Here is
my understanding and please correct me where I am wrong.
1) In his paper Gray [JASA 1992] suggests a Wald-type statistics with
the formula for degree of freedom. The summary function for
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Dear all,
I need to calculate likelihood ratio test for ridge regression. In
February I have reported a bug where coxph returns unpenalized
log-likelihood for final beta estimates for ridge coxph regression. In
high-dimensional settings ridge regression models
Dear all,
I need to calculate likelihood ratio test for ridge regression. In February I
have reported a bug where coxph returns unpenalized log-likelihood for final
beta estimates for ridge coxph regression. In high-dimensional settings ridge
regression models usually fail for lower values of
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