grpreg
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Specify unpenalized groups through group.multiplier
One should be able to specify unpenalized groups through group.multiplier
, as in:
data(Birthwt)
X <- Birthwt$X
y <- Birthwt$bwt
group <- Birthwt$group
fit <- grpreg(X, y, group, group.multiplier=0:7)
But this doesn't work; they have to be given a group number of 0.