
Robust Multivariable Odds Ratios with L2 / Ridge Inversion
Source:R/ml.R
consortium_multivariable_risk_factors.RdFits multivariable logistic regression using L2 ridge penalization and QR orthogonalization to eliminate collinear columns and prevent Hessian singularity on high-dimensional clinical feature matrices.
Usage
consortium_multivariable_risk_factors(
X,
y,
binary_cols = NULL,
regularize = TRUE,
alpha = 1,
domain_mapping = NULL,
standardize_continuous = TRUE,
drop_collinear = TRUE
)Arguments
- X
Data frame or numeric matrix of predictors.
- y
Binary numeric vector of outcome indicators (0 or 1).
- binary_cols
Optional character vector of binary column names. If
NULL, auto-detected.- regularize
Logical; whether to apply L2 ridge regularization (default
TRUE).- alpha
Numeric; L2 regularization penalty parameter lambda (default
1.0).- domain_mapping
Optional named character vector mapping feature names to clinical domains.
- standardize_continuous
Logical; whether continuous features are scaled to 1-SD units (default
TRUE).- drop_collinear
Logical; whether linearly dependent columns are dropped via QR decomposition (default
TRUE).