Dear experts,
when I call the step function for a coxph model with n covariates and a dicotomous variable included as strata, the first term removed by step is always the strata variable. This is not what I want and then I do a manual step updating the model minus the least significant covariate and testing with anova, until I have minimized the model. Is there a package were this can be done? or am I doing something wrong ? (I'm not a statistician). 

Thanks for hints

Pietro Bulian

Clinical and Experimental Hematology Research Unit
Centro di Riferimento Oncologico, I.R.C.C.S.
Via Pedemontana, 12
I-33081 Aviano (PN) - Italy
 
phone: +39 0434 659 412
fax: +39 0434 659 409
e-mail: pbulian@cro.it

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