[R] Group Lasso for Proportional Odds Model

2015-11-04 Thread Nussbaum Madlene
Dear R experts, Having an ordinal response (3 levels) and factors in the predictors set, I would like to fit Proportional Odds Group Lasso. I found several packages that fit the group lasso: grplasso, grpreg, gglasso and ordPens. However, they vary penalty and implementation in several ways, b

Re: [R] mboost: Proportional odds boosting model - how to specify the offset?

2015-03-23 Thread Nussbaum Madlene
Dear Benjamin This solved the problem. On 03/20/2015 04:06 PM, Benjamin Hofner wrote: > First, mboost expects the offset to be a scalar or a vector with length > equal to the number of observations. > (i.e., x'beta) ok, I could not figure out how to get the correct link vector from the polr.

[R] mboost: Proportional odds boosting model - how to specify the offset?

2015-03-13 Thread Nussbaum Madlene
Dear R team The package mboost allows for boosting of proportional odds models. However, I would like to include an offset for every observation. This produces an error - no matter how I put the offset (as response probabilities or as response link). Fitting gamboost-models with offset works