[R] stepwise selection cox model

[Bert Gunter]

See the Vignette in the glmnet package for one alternative approach to
variable selection. Of course, you need to gain some background to
know what you're doing here.

-- Bert

On Wed, May 25, 2011 at 8:38 AM, Marc Schwartz <marc_schwartz at me.com> wrote:
> Hi,
>
> You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at rseek.org using 'stepwise' as the keyword to see a plethora of discussion on this point.
>
> This is not a new issue BTW, as I happened to stumble upon this 1998 Stata FAQ recently during a related search:
>
>  http://www.stata.com/support/faqs/stat/stepwise.html
>
> and there are more recent literature citations and books that reinforce those points.
>
> HTH,
>
> Marc Schwartz
>
> On May 25, 2011, at 4:28 AM, linda Porz wrote:
>
>> Sorry, I have wrote a wrong subject in the first email!
>>
>> Regards,
>> Linda
>>
>> ---------- Forwarded message ----------
>> From: linda Porz <linda.porz at gmail.com>
>> Date: 2011/5/25
>> Subject: combined odds ratio
>> To: r-help at r-project.org
>> Cc: r-help-request at stat.math.ethz.ch
>>
>>
>> Dear all,
>>
>> I am looking for an R function which does stepwise selection cox model in r
>> (delta chisq likelihood ratio test) similar to the stepwise, pe (0.05) lr:
>> stcox in STATA.
>>
>> I am very thankful for any reply.
>>
>> Regards,
>> Linda
>
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>



-- 
"Men by nature long to get on to the ultimate truths, and will often
be impatient with elementary studies or fight shy of them. If it were
possible to reach the ultimate truths without the elementary studies
usually prefixed to them, these would not be preparatory studies but
superfluous diversions."

-- Maimonides (1135-1204)

Bert Gunter
Genentech Nonclinical Biostatistics