[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Penalized MLE

From   SR Millis <[email protected]>
To   [email protected]
Subject   RE: st: Penalized MLE
Date   Sat, 26 Jan 2008 15:10:48 -0800 (PST)

Thanks, Jay, for your interesting discussion.  Right
now,  I use the "pentrace" function from Frank
Harrell's Design library (in Splus/R) to find the
optimal penalty factor by tracing effective AIC for a
grid of penalties.  From there, implementing PMLE in
Splus/R is reasonably easy but I prefer working in
Stata whenever possible. 

Scott Millis

--- "Verkuilen, Jay" <[email protected]> wrote:
> The trick is, of course, finding the right
> penalties, which is why the
> Bayesian approach is so useful. 

Scott R Millis, PhD, MEd, ABPP (CN,CL,RP), CStat
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email:  [email protected]
Tel: 313-993-8085
Fax: 313-966-7682
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index