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Fits a conditional logistic regression/SSF/iSSF using glmnet

Source: R/net_clogit.R
net_clogit.Rd

Low-level wrapper that sets up the design matrix and stratified survival response for penalized conditional logistic regression, then calls glmnet::glmnet() or glmnet::cv.glmnet() with family = "cox". This function is used internally by fit_net_clogit() and is typically not called directly by the user.

Usage

net_clogit(
  f,
  data,
  alpha = 1,
  penalty.factor = NULL,
  type.measure = "deviance",
  standardize = TRUE,
  na.action = "na.pass",
  func = c("glmnet", "cv.glmnet")[1],
  ...
)

net_ssf(
  f,
  data,
  alpha = 1,
  penalty.factor = NULL,
  type.measure = "deviance",
  standardize = TRUE,
  na.action = "na.pass",
  func = c("glmnet", "cv.glmnet")[1],
  ...
)

net_issf(
  f,
  data,
  alpha = 1,
  penalty.factor = NULL,
  type.measure = "deviance",
  standardize = TRUE,
  na.action = "na.pass",
  func = c("glmnet", "cv.glmnet")[1],
  ...
)

Arguments

f

[formula]
Formula of the model to be fitted, with all possible candidate terms.

data

[data.frame,tibble]
Complete data set to be analyzed.

alpha

[numeric(1)=1]
Mixing parameter for glmnet. Default is L1-regularization (Lasso), with alpha = 1. L2-regularization (Ridge regression) is done with alpha = 0, and elastic-net regression is performed for any alpha value between 0 and 1. For more details, see the glmnet::glmnet() documentation. For Adaptive and Decay Adaptive Lasso, keep alpha = 1.

penalty.factor

[numeric,vector=NULL]
Vector of penalty factors to be used for Adaptive Lasso fitting. The vector might have the same length as the the number of columns given by the model matrix, model.matrix(f, data). Default is NULL, in case the same penalty is applied to all variables.

type.measure

[character(1)="deviance"]
Type of measure to evaluate the model internally in glmnet::glmnet(). For logistic and conditional logistic regression, it is by default "deviance".

standardize

[logical(1)=TRUE]
Whether glmnet should internally standardize variables before fitting. Default is TRUE. Set to FALSE if variables are already standardized.

na.action

[character(1)="na.pass"]
Default is "na.pass", i.e. rows with NAs are not automatically removed from the model.matrix used for fitting.

func

[character(1)="glmnet"]{"glmnet", "cv.glmnet"}
The function to be used for fitting. Default is glmnet::glmnet(). The second option is glmnet::cv.glmnet() which already performs the cross-validation and might include the variable selection/callibration within.

...

[any]
Additional arguments passed to glmnet::glmnet() or glmnet::cv.glmnet(). Note the parallel = TRUE option from glmnet can be passed here.

Value

A fitted glmnet::glmnet() or glmnet::cv.glmnet() object.

See also

fit_net_clogit(), glmnet::glmnet()