[R] stepwise selection for conditional logistic regression

[David Winsemius]

On Feb 17, 2012, at 2:10 AM, Subha P. T. wrote:

>
>
>  Hi,
>
> Is there any function available to do stepwise selection of  
> variables in Conditional(matched) logistic regression( clogit)?  
> step, stepwise  etc are failing in case of conditional logistic  
> regression.

"Failing" is open to a variety of interpretation. Can you offer an  
example and describe what you mean or quote an error message?

I tested the advice in this posting from C. Berry with the example in ? 
clogit and got appropriate results:

http://finzi.psych.upenn.edu/Rhelp10/2010-January/226165.html


> Please help.
>

Stepwise procedures are supported somewhat grudgingly on r-help. You  
ought to read some of the critical comments about stepwise procedures  
in the Archives:

http://search.r-project.org/cgi-bin/namazu.cgi?query=stepwise+significance&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=Rhelp02

Another search strategy might be "stepwise Harrell".

-- 

David Winsemius, MD
West Hartford, CT