[R] changes in coxph in "survival" from older version?

[Shi, Tao]

Thank you very much, Frank and Terry, again, for all your answers!

...Tao




----- Original Message ----
> From: Terry Therneau <therneau at mayo.edu>
> To: "Shi, Tao" <shidaxia at yahoo.com>
> Cc: Frank Harrell <f.harrell at vanderbilt.edu>; r-help at r-project.org
> Sent: Fri, May 20, 2011 6:36:28 AM
> Subject: Re: [R] changes in coxph in "survival" from older version?
> 
> 
> On Thu, 2011-05-19 at 17:03 -0700, Shi, Tao wrote:
> > Thank you, Frank  and Terry, for all your answers!  I'll upgrade my 
>"survival" 
>
> >  package for sure!
> > 
> > It seems to me that you two are pointing to  two different issues: 1) Is 
>stepwise 
>
> > model selection a good approach  (for any data)?  2) Whether the data I have 
>has 
>
> > enough information  that even worth to model?  For #1, I'm not in a good 
>position 
>
> > to  judge and need to read up on it.  For #2, I'm still a bit confused about 

> > Terry's last comment.  If we forget about multivariate model  building and 
>just 
>
> > look at variable one by one and select the best  predictor (let's say it's 
>highly 
>
> > significant, e.g. p<0.0001), the  resulting univariate model still can be 
>wrong?
> > 
> > What if I use  this data as a validation set to validate an existing model?  

> >  Anything different?
> > 
> > Many thanks!
> 
>  Stepwise regression is  a bad idea. Whether you let the machine do it or
> you have a human do it (run  all univariates, read the output, pick the
> best) it is still stepwise  selection.  It is still very unstable, even
> with very large sample  size.
> 
>   Terry T.
> 
>