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- library(datasets)
- library(rms)
- fit = lrm(Species ~ Sepal.Width, data = iris, x=T, y=T)
- pen = pentrace(fit, seq(0,5, by=0.5))
- pen$penalty # penalty = 1.3
- fit <- update(fit, penalty=pen$penalty)
- print(fit) # penalty in model LR test = 0.97
- fit$penalty # penalty = 1.3
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