[R] Variable selection in Cox proportional hazards model?

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Thu Feb 20 08:07:03 CET 2003

stepAIC (package MASS) works with coxph (package survival).

On Wed, 19 Feb 2003, Chang-Heok Soh wrote:

> I need to implement variable selection procedures (such as stepwise and
> backward selection) in Cox proportional hazards model, but can't seem to
> find an R or S-plus command for these procedures.  I am aware that these
> can be done in SAS.
> I would appreciate help from anyone who knows how to implement these
> procedures in Cox models using S-plus or (preferably) R.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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