penalized regression

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    Finding correlation for penalized regression in R

    I need to use the penalized models (lasso, ridge) for linear regression. In R, I use the "penalized" package. The output is a penfit object. If I want to find the in-sample and predictive correlation, how can I do that in R? Converting the penfit oject to glm maybe a good idea,but I don't...
  2. Y

    Variable selection with longitudinal and correlated data

    Hi, I'm working with a high-dimensional medical database, with detailed monthly medication reimbursement data as well as occurence of diverse medical outcomes, over several years (2010 to 2013). My database is composed of about 600 000 subjects. My goal is to identify associations between...
  3. S

    Problem with Firth Logistic Regression

    Hello all, I am having some issues trouble shooting a Firth Logistic regression model I have run on municipal level data. So, I have a dataset on all municipalities under analysis and I am looking at an event with low frequency (81), while the number of non-events is more than 2000. The...