[R] Forced inclusion of varaibles in validate command as well as step

[Frank Harrell]

Jon,

Version 3.3-0 of rms will be released within 2-3 days.  It has a new option
"force" for fastbw, validate, calibrate.  force is an integer vector of the
parameter numbers to force into every model.  It is meant to work with
type='individual' and its performance with type='residual' needs to be
studied (I doubt if it works as you want).  Suppose you have a Cox model
(which does not have an intercept to include in the sequential numbering for
force) like this:

f <- cph(S ~ sex + pol(age,2) + rcs(height,4))

and you want to force age into every model.  You would specify force=2:3. 
Typing coef(f) will show you the sequential parameters in the model. 
Someday I'll extend this to force='age' but that's not in the current
version.  Note that fastbw always pools age and age^2 effects when judging
significance.

As always use stepwise methods at your own risk.  They are dangerous to your
health.

If you are using Linux I can send the new version by e-mail.

Frank

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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