I am doing survival analysis using ridge regression. I'm using this R command:
coxph(Surv(time, status) ~ ridge(x1, x2, x3), data=DATA)
As far as I know,
lambda (the regulation parameter) is estimated using cross validation, but then this R code should result in different results with different random seeds. But I got always the same coefficients; how can that happen?
coxph(Surv()~.) not a commonly used approach? Should I use
glmnet or any other functions?