[R] stepAIC(coxph) forward selection

[David Winsemius]

On Nov 4, 2009, at 9:26 PM, Rupa Parvataneni wrote:

> Dear R-Help,
>
> I am trying to perform forward selection on the following coxph model:
>
>> my.bpfs <- Surv(bcox$pfsdays, bcox$pfscensor)
>> b.cox <- coxph(my.bpfs ~ Cbase + Abase + Cbave + CbSD + KPS +  
>> gender +
> as.factor(eor) + Age)

I am a bit puzzled by the choice of a maximal model when you are then  
specifying only "forward". Wouldn't that choice imply that you should  
be starting with;

b.cox <- coxph(my.bpfs ~ 1)

> >stepAIC(b.cox, scope=list(upper =~ Cbase + Abase +
> Cbave + CbSD + KPS + gender + as.factor(eor) + Age, lower=~1),  
> direction=
> c("forward"))
> However the following code returns the full model. How do I write  
> the code
> so that forward selection is performed?

Nothing in this reply should be taken to mean that this is a valid  
approach to model selection. Stepwise methods often are an abdication  
of an analyst's responsibility to use prior scientific knowledge.


-- 

David Winsemius, MD
Heritage Laboratories
West Hartford, CT