[R] changes in coxph in "survival" from older version?

[Shi, Tao]

Thank you, Frank and Terry, for all your answers!  I'll upgrade my "survival" 
package for sure!

It seems to me that you two are pointing to two different issues: 1) Is stepwise 
model selection a good approach (for any data)?  2) Whether the data I have has 
enough information that even worth to model?  For #1, I'm not in a good position 
to judge and need to read up on it.  For #2, I'm still a bit confused about 
Terry's last comment.  If we forget about multivariate model building and just 
look at variable one by one and select the best predictor (let's say it's highly 
significant, e.g. p<0.0001), the resulting univariate model still can be wrong?

What if I use this data as a validation set to validate an existing model?  
Anything different?

Many thanks!

...Tao
   



----- Original Message ----
> From: Frank Harrell <f.harrell at vanderbilt.edu>
> To: r-help at r-project.org
> Sent: Tue, May 17, 2011 10:51:02 AM
> Subject: Re: [R] changes in coxph in "survival" from older version?
> 
> 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
> > 
> >  ______________________________________________
> > 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.
> > 
> 
> 
> -----
> Frank Harrell
> Department of Biostatistics, Vanderbilt  University
> --
> View this message in context:  
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>
> Sent  from the R help mailing list archive at Nabble.com.
> 
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