[R] penalized logistic regression

Marc Schwartz marc_schwartz at me.com
Mon Aug 3 23:34:38 CEST 2009

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:



Marc Schwartz

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