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Regression Modeling Strategies
https://hbiostat.org/R/rms
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Penalized regression modelling for cph #9

Open sumprain opened 9 years ago

sumprain commented 9 years ago

Respected Sir, Will it be possible to run penalised regression for models made by cph, in the same lines as is possible with pentrace for ols/lrm models? If it is not possible, can it be incorporated in pentrace function? Thanks for the excellent packages rms and Hmisc

harrelfe commented 9 years ago

No. Therneau in the coxph function in the survival package provides the building blocks for that but I haven't put them together for rms.

Frank

On 07/13/2015 06:49 AM, Suman Kumar Pramanik wrote:

Respected Sir, Will it be possible to run penalised regression for models made by cph, in the same lines as is possible with pentrace for ols/lrm models? Thanks for the excellent packages rms and Hmisc

— Reply to this email directly or view it on GitHub https://github.com/harrelfe/rms/issues/9.

Frank E Harrell Jr Professor and Chairman School of Medicine

Department of *Biostatistics*   *Vanderbilt University*