[R] model selection, stepAIC(), and coxph() (fwd)

From: Chad Reyhan Bhatti <bhatticr_at_stat.rice.edu>
Date: Sun 07 May 2006 - 10:01:08 EST


My question concerns model selection, stepAIC(), add1(), and coxph().

In Venables and Ripley (3rd Ed) pp389-390 there is an example of using stepAIC() for the automated selection of a coxph model for VA lung cancer data.

A statistics question: Can partial likelihoods be interpreted in the same manner as likelihoods with respect to information based criterion and likelihood ratio tests? It seems that they should be treated as quasilikelihoods which would make stepAIC() invalid and would require the use of add1() with a F-test for the reduction in deviance.

An answer and a reference would be greatly appreciated.


Chad R. Bhatti


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