[R] Variable selection in Cox proportional hazards model?
ripley at stats.ox.ac.uk
Thu Feb 20 08:07:03 CET 2003
stepAIC (package MASS) works with coxph (package survival).
On Wed, 19 Feb 2003, Chang-Heok Soh wrote:
> I need to implement variable selection procedures (such as stepwise and
> backward selection) in Cox proportional hazards model, but can't seem to
> find an R or S-plus command for these procedures. I am aware that these
> can be done in SAS.
> I would appreciate help from anyone who knows how to implement these
> procedures in Cox models using S-plus or (preferably) R.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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