Est.ALASSO.GLM: Logistic regression or logistic adaptive LASSO estimator....

Description Usage Arguments Value

Description

Logistic regression or logistic adaptive LASSO estimator. Initial estimator obtained via ridge

Usage

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Est.ALASSO.GLM(data, Wi = NULL, rtn = "EST", nopen.ind = NULL,
  regularize = yes.regularize, BIC.factor = 0.1, offset = NULL,
  fam0 = "binomial")

Arguments

data

1st column y; remaining x

Wi

weights for resampling if interested in obtaining standard errors

regularize

binary; if FALSE estimates GLM, if TRUE estimates adaptive LASSO GLM

fam0

Value

beta


jminnier/emrselect documentation built on May 19, 2019, 1:53 p.m.