[R] stepAIC and coxph objects with cluster(id)

Ramon Diaz-Uriarte rdiazuri at students.wisc.edu
Thu Mar 16 12:15:34 CET 2000

Is it appropriate to use stepAIC (library MASS) with coxph objects (from
library survival5) that use "cluster(id)"? 

It is my understanding that, when using "cluster(id)", we can test for sets of
terms by using the methods in Wei et al., (1989; JASA, 84: 1065-1073), or as
explained in pp. 53 and ff. of the survival.ps document. But if we use a
likelihood ratio test instead (comparing sets of nested models), we can get
different results.

I started wondering, then, if using AIC, per se, could give misleading
results. Am I getting confused here?



Ramon Diaz-Uriarte
Dept. Zoology and Statistics
University of Wisconsin-Madison
Madison, WI 53706

email: rdiazuri at students.wisc.edu
phone: 608-238-8041
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