ridge                package:survival                R Documentation

Ridge regression

Description:

     When used in a coxph or survreg model formula, specifies a ridge
     regression term.  The likelihood is penalised by 'theta'/2 time
     the sum of squared coefficients. If 'scale=T' the penalty is
     calculated for coefficients based on rescaling the predictors to
     have unit variance. If 'df' is specified then 'theta' is chosen
     based on an approximate degrees of freedom.

Usage:

     ridge(..., theta, df=nvar/2, eps=0.1, scale=TRUE)

Arguments:

     ...: predictors to be ridged 

   theta: penalty is 'theta'/2 time sum of squared coefficients 

      df: Approximate degrees of freedom 

     eps: Accuracy required for 'df' 

   scale: Scale variables before applying penalty? 

Value:

     An object of class 'coxph.penalty' containing the data and control
     functions.

References:

     Gray (1992) "Flexible methods of analysing survival data using
     splines, with applications to breast cancer prognosis" JASA
     87:942-951

See Also:

     'coxph','survreg','pspline','frailty'

Examples:

     fit1 <- coxph(Surv(futime, fustat) ~ rx + ridge(age, ecog.ps, theta=1),
                   ovarian)
     fit1

     lfit0 <- survreg(Surv(time, status) ~1, cancer)
     lfit1 <- survreg(Surv(time, status) ~ age + ridge(ph.ecog, theta=5), cancer)
     lfit2 <- survreg(Surv(time, status) ~ sex + ridge(age, ph.ecog, theta=1), cancer)
     lfit3 <- survreg(Surv(time, status) ~ sex + age + ph.ecog, cancer)

     lfit0
     lfit1
     lfit2
     lfit3

