[R] problem with package rsm: running fit.mult.impute with cph

Frank Harrell f.harrell at vanderbilt.edu
Thu Dec 2 22:13:56 CET 2010

rms and fit.mult.impute don't necessarily play well with mice.

Note also that you will need a special adjustment for variances for having
done stepwise regression.  One approach is to insert a zero for a
coefficient every time that variable is not 'selected', then compute the
sample variance of the beta hats and zeros [using the bootstrap].


Frank Harrell
Department of Biostatistics, Vanderbilt University
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