[R] Algorithm for penalized regression in design package

Tirthadeep sabya231 at gmail.com
Wed Jan 2 21:52:50 CET 2008


Dear R-users,

I'm using lrm() in from the design package for l2-regularized logistic
regression.

Does anyone know which algorithm lrm() uses for this? An article by Cessie 
and Houwelingen (Ridge estimators in logistic regression; Applied
Statistics, 1992) is cited in the reference manual. Is this the source
article? If not kindly refer the source article. 

Thanks,
Tirtha
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