[R] changes in coxph in "survival" from older version?
Frank Harrell
f.harrell at vanderbilt.edu
Tue May 17 19:51:02 CEST 2011
It's worse if the model does converge because then you don't have a warning
about the result being nonsense.
Frank
Terry Therneau-2 wrote:
>
> -- begin included message ---
> I did realize that there are way more predictors in the model. My
> initial thinking was use that as an initial model for stepwise model
> selection. Now I wonder if the model selection result is still valid
> if the initial model didn't even converge?
> --- end inclusion ---
>
> You have 17 predictors with only 22 events. All methods of "variable
> selection" in such a scenario will give essentially random results.
> There is simply not enough information present to determine a best
> predictor or best subset of predictors.
>
> Terry Therneau
>
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>
-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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