Dear All,
I want to generate survival curve with cox model but I want to estimate the
coefficients using glmnet. However, I also want to include a strata() term
in the model. Could anyone please tell me how to have this strata() effect
in the model in glmnet? I tried converting a formula with strata() to a
design matrix and feeding to glmnet, but glmnet just treats the strata()
term with one independent variable...
I know that if there is no such strata(), I can estimate coefficients from
glmnet and use "...init=selectedBeta,iter=0)" in the coxph. Please advise
me or also correct me if I'm wrong.
Thank you very much!
Best,
Jieyue
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