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penalized cox regression function without stratification

To: s-news@lists.biostat.wustl.edu
Subject: penalized cox regression function without stratification
From: carol white <wht_crl@yahoo.com>
Date: Sat, 9 Jun 2007 08:23:23 -0700 (PDT)
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Hi,
What is the function to calculate penalized cox regression? frailtyPenal in frailtypack R package imposes max 2 strata. I want to use a function that reduces my variables without stratifying them in advance.

Look forward to your reply

carol


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