Re: [R] stepwise selection cox model

From: Marc Schwartz <>
Date: Wed, 25 May 2011 10:38:53 -0500


You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at using 'stepwise' as the keyword to see a plethora of discussion on this point.

This is not a new issue BTW, as I happened to stumble upon this 1998 Stata FAQ recently during a related search:

and there are more recent literature citations and books that reinforce those points.

HTH, Marc Schwartz

On May 25, 2011, at 4:28 AM, linda Porz wrote:

> Sorry, I have wrote a wrong subject in the first email!
> Regards,
> Linda
> ---------- Forwarded message ----------
> From: linda Porz <>
> Date: 2011/5/25
> Subject: combined odds ratio
> To:
> Cc:
> Dear all,
> I am looking for an R function which does stepwise selection cox model in r
> (delta chisq likelihood ratio test) similar to the stepwise, pe (0.05) lr:
> stcox in STATA.
> I am very thankful for any reply.
> Regards,
> Linda mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Wed 25 May 2011 - 15:43:40 GMT

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