Check out the function coxpath() in the package "glmpath". This is a better approach than doing stepwise covariate selection.
Best, Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Luis Guillermo Diaz Monroy Sent: Sunday, September 30, 2007 10:28 PM To: r-help@r-project.org Subject: [R] Reenviar: variables selection in Aalen and Cox model Luis Guillermo DÃaz Monroy Profesor Asociado Departamento de EstadÃstica Universidad Nacional de Colombia ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
