Hello all,
 
I am trying to use stepwise procedure to select covariates in Cox model
and use bootstrap to repeat stepwise selection,  then record how many
times  variables  are chosen by step() in bootstrap replications. When I
use step() (or stepAIC) to do model selection, I got errors. Here is the
part of my code
 
for (j in 1:mm){    #<--mm=10
 
for (b in 1:nrow(reg.bs)){ #<--bootstrap 10 times

mi<-data.frame(tlfup,cen,complete(imp,j)) #<--completed data sets after
MI

in.star<-sample(1:n,n,replace=T) #<--to sample id number 1-1851.

data.star<-mi[in.star,] 

M<-coxph(Surv(tlfup,cen)~mi$trt+mi$nodes+mi$htypeed1+mi$htypeed2+mi$ngra
ded2+mi$agem40

+mi$agem40sq+mi$er+mi$pr,data=data.star) 

reg.model<-step(M) #<--do stepwise selection

reg.step[[b]]<-c((reg.model$coef)) #<-store selected variables

chosen.vb[[b]]<-names(reg.step[[b]]) #<--store names of selected
variables

}

tot.vb[[j]]<-c(unlist(chosen.vb)) 

}

Error in reg.step[[b]] : subscript out of bounds


varibles<-unlist(tot.vb) #<--change to a vector

table(varibles)           #<--how many times the names have been
selected

Error in sort(unique.default(x), na.last = TRUE) : 
        'x' must be atomic


I figure the reason may be that when stepwise procedure selects the
chosen model with no varibles, that is  

Start:  AIC= 12436.85 
 Surv(tlfup, cen) ~ mi$trt + mi$nodes + mi$htypeed1 + mi$htypeed2 +  
    mi$ngraded2 + mi$agem40 + mi$agem40sq + mi$er + mi$pr 
 
              Df   AIC
- mi$pr        1 12435
- mi$trt       1 12435
- mi$agem40sq  1 12435
- mi$agem40    1 12435
- mi$htypeed2  1 12435
- mi$nodes     1 12435
- mi$er        1 12436
- mi$ngraded2  1 12436
- mi$htypeed1  1 12436
<none>           12437

Step:  AIC= 12425.91 
 Surv(tlfup, cen) ~ mi$htypeed1 + mi$ngraded2 + mi$er 
 
              Df   AIC
- mi$er        1 12425
- mi$ngraded2  1 12425
- mi$htypeed1  1 12426
<none>           12426

Step:  AIC= 12424.77 
 Surv(tlfup, cen) ~ 1 

then reg.model$coef dosen't exist anymore (am I right?), but I need to
count the variables that are selected by step() in bootstrap
replications, what should I do? 
 
Thanks,
 
Jia

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