[R] stepwise selection cox model

[Marc Schwartz]

Hi,

You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at rseek.org using 'stepwise' as the keyword to see a plethora of discussion on this point.

This is not a new issue BTW, as I happened to stumble upon this 1998 Stata FAQ recently during a related search:

  http://www.stata.com/support/faqs/stat/stepwise.html

and there are more recent literature citations and books that reinforce those points.

HTH,

Marc Schwartz

On May 25, 2011, at 4:28 AM, linda Porz wrote:

> Sorry, I have wrote a wrong subject in the first email!
> 
> Regards,
> Linda
> 
> ---------- Forwarded message ----------
> From: linda Porz <linda.porz at gmail.com>
> Date: 2011/5/25
> Subject: combined odds ratio
> To: r-help at r-project.org
> Cc: r-help-request at stat.math.ethz.ch
> 
> 
> Dear all,
> 
> I am looking for an R function which does stepwise selection cox model in r
> (delta chisq likelihood ratio test) similar to the stepwise, pe (0.05) lr:
> stcox in STATA.
> 
> I am very thankful for any reply.
> 
> Regards,
> Linda