penC {CSTE}

Solve the penalized logistic regression.

Description

Solve the penalized logistic regression.

Usage

penC(x, y, off, beta, lam, pen)

Arguments

x

samples of covariates which is a n*p matrix.

y

samples of binary outcome which is a n*1 vector.

off

offset in logistic regression.

beta

initial estimates.

lam

value of the lasso penalty parameter \lambda for \beta_1 and \beta_2.

pen

1: MCP estimator; 2: SCAD estimator.

Value

A numeric vector, estimate of beta