[R] coxph question

[Man, Chris T.]

Thanks Mayeul,

I actually would like to test each variable individually and use those have low p-value to build a classifier (not in cox model). Therefore, I need to write a function to subset those low p-value variables, instead of putting them as covariates. Any ideas?

Chris

-----Original Message-----
From: Mayeul KAUFFMANN [mailto:mayeul.kauffmann at tiscali.fr]
Sent: Thursday, August 12, 2004 8:17 PM
To: r-help at stat.math.ethz.ch
Subject: [R] coxph question


> I have many variables to test using cox model (coxph), and I am only
interested in those variables with p value less than 0.01. Is there a
quick way to do this automatically instead of looking at the output of
each variable?
> Chris

I guess you need covariate selection.
for a lengthy discussion of another method (AIC/BIC), look at last month
archive:
https://www.stat.math.ethz.ch/pipermail/r-help/2004-July/subject.html#53519

and try using
> library(MASS)
> stepAIC (...)

Most of the time, it starts removing the covariate with the lower p-value.


Mayeul KAUFFMANN
Univ. Pierre Mendes France
Grenoble - France

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