[R] step in a model with strata

[Pietro Bulian]

Henric,
thank you very much, you guessed exactly what I want, excuse me for my poor 
explanations.
I  tried step with scope argument and all went nice. Before my first posting 
I read ?step, but I did not understand  the meaning and usage of "scope".
I said "manual step", but  indeed I did not use AIC(model1,model2) but 
anova(model1,model2).
I  mail ordered F. Harrell book two weeks ago and today I just received my 
copy.

Thank again

Pietro


----- Original Message ----- 
From: "Henric Nilsson (Public)" <nilsson.henric at gmail.com>
To: "Pietro Bulian" <pbulian at cro.it>
Cc: <r-help at stat.math.ethz.ch>
Sent: Thursday, February 08, 2007 4:00 PM
Subject: Re: [R] step in a model with strata


> Den To, 2007-02-08, 10:47 skrev Pietro Bulian:
>> Dear experts,
>> when I call the step function for a coxph model with n covariates and a
>> dicotomous variable included as strata, the first term removed by step is
>> always the strata variable. This is not what I want
>
> So, what do you want exactly? (You didn't tell.)
>
> I'm just guessing here, but it sounds like you'd always want the strata
> to stay in the model. In that case, use the `scope' argument i.e.
> something like `step(fit, scope = list(lower = ~ strata(x)))' if your
> fitted model object is called `fit' and your stratification variable is
> called `x' -- see ?step.
>
>> and then I do a manual step updating the model minus the least
>> significant covariate and testing with anova, until I have minimized
>> the model.
>
> So, let me see if I understand this correctly, you have a two-stage
> procedure where you first minimize the AIC criterion and then remove
> non-significant predictors in a stepwise fashion?
>
>> Is there a package were this can be done?
>
> If you're referring to the procedure above, I'm not aware of any such
> package.
>
>> or am I doing something wrong ? (I'm not a statistician).
>
> Well, it depends... If you want some guidance on model selection, see e.g.
>
> @BOOK{R:Harrell:2001,
>  AUTHOR = {Frank E. Harrell},
>  TITLE = {Regression Modeling Strategies, with Applications to
>                  Linear Models, Survival Analysis and Logistic
>                  Regression},
>  PUBLISHER = {Springer},
>  YEAR = 2001,
>  NOTE = {ISBN 0-387-95232-2},
>  URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
> }
>
>
> HTH,
> Henric
>
>
>
>>
>> Thanks for hints
>>
>> Pietro Bulian
>>
>> Clinical and Experimental Hematology Research Unit
>> Centro di Riferimento Oncologico, I.R.C.C.S.
>> Via Pedemontana, 12
>> I-33081 Aviano (PN) - Italy
>>
>> phone: +39 0434 659 412
>> fax: +39 0434 659 409
>> e-mail: pbulian at cro.it
>>
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