Re: [R] changes in coxph in "survival" from older version?

From: Shi, Tao <shidaxia_at_yahoo.com>
Date: Thu, 19 May 2011 17:03:54 -0700 (PDT)

Thank you, Frank and Terry, for all your answers! I'll upgrade my "survival" package for sure!

It seems to me that you two are pointing to two different issues: 1) Is stepwise model selection a good approach (for any data)? 2) Whether the data I have has enough information that even worth to model? For #1, I'm not in a good position to judge and need to read up on it. For #2, I'm still a bit confused about Terry's last comment. If we forget about multivariate model building and just look at variable one by one and select the best predictor (let's say it's highly significant, e.g. p<0.0001), the resulting univariate model still can be wrong?

What if I use this data as a validation set to validate an existing model? Anything different?

Many thanks!

...Tao    


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