Re: [R] stepwise selection cox model

From: linda Porz <linda.porz_at_gmail.com>
Date: Thu, 26 May 2011 14:33:14 +0100

Sorry, my question was: Are these two functions (Stata and fastbw (rule="p") R function) should give the same results to the same data? Maybe I need to run these two functions on more than one datasets to answer myself.

Many thanks,
Linda

2011/5/25 David Winsemius <dwinsemius_at_comcast.net>

>
> On May 25, 2011, at 12:11 PM, linda Porz wrote:
>
> Many thanks for your reply. I have run a stepwise selection in Stata and R
>> using the function fastbw (rule="p") from Design package. Both functions
>> give the same results. Is this because both functions do the same job or can
>> it be that for different data one will have different results?
>>
>
> I don't understand your question. Why would "giving the same results" be a
> concern? And why would one expect that with different data one would _not_
> get different results? The point of the critique against stepwise procedures
> is that they assume too much "determinism" (i.e. that all of the internal
> structure of the small sample of data will be present in the wider universe)
> and that they generate too much "confidence" on the part of the unwary and
> insufficiently educated user.
>
> --
> David.
>
>
>
>> Many thanks,
>> Linda
>>
>>
>>
>> 2011/5/25 Bert Gunter <gunter.berton_at_gene.com>
>> See the Vignette in the glmnet package for one alternative approach to
>> variable selection. Of course, you need to gain some background to
>> know what you're doing here.
>>
>> -- Bert
>>
>> On Wed, May 25, 2011 at 8:38 AM, Marc Schwartz <marc_schwartz_at_me.com>
>> wrote:
>> > 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
>> >
>> > ______________________________________________
>> > R-help_at_r-project.org mailing list
>> > 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.
>> >
>>
>>
>>
>> --
>> "Men by nature long to get on to the ultimate truths, and will often
>> be impatient with elementary studies or fight shy of them. If it were
>> possible to reach the ultimate truths without the elementary studies
>> usually prefixed to them, these would not be preparatory studies but
>> superfluous diversions."
>>
>> -- Maimonides (1135-1204)
>>
>> Bert Gunter
>> Genentech Nonclinical Biostatistics
>>
>>
> David Winsemius, MD
> West Hartford, CT
>
>

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