Re: [R] stepwise selection cox model

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

Hi,

You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at rseek.org 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:

  http://www.stata.com/support/faqs/stat/stepwise.html

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 <linda.porz_at_gmail.com>
> Date: 2011/5/25
> Subject: combined odds ratio
> To: r-help_at_r-project.org
> Cc: r-help-request_at_stat.math.ethz.ch
>
>
> 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



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 25 May 2011 - 15:43:40 GMT

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