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! ...Tao ----- Original Message ---- > From: Frank Harrell <f.harr...@vanderbilt.edu> > To: r-help@r-project.org > Sent: Tue, May 17, 2011 10:51:02 AM > Subject: Re: [R] changes in coxph in "survival" from older version? > > It's worse if the model does converge because then you don't have a warning > about the result being nonsense. > Frank > > > Terry Therneau-2 wrote: > > > > -- begin included message --- > > I did realize that there are way more predictors in the model. My > > initial thinking was use that as an initial model for stepwise model > > selection. Now I wonder if the model selection result is still valid > > if the initial model didn't even converge? > > --- end inclusion --- > > > > You have 17 predictors with only 22 events. All methods of "variable > > selection" in such a scenario will give essentially random results. > > There is simply not enough information present to determine a best > > predictor or best subset of predictors. > > > > Terry Therneau > > > > ______________________________________________ > > 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. > > > > > ----- > Frank Harrell > Department of Biostatistics, Vanderbilt University > -- > View this message in context: >http://r.789695.n4.nabble.com/changes-in-coxph-in-survival-from-older-version-tp3516101p3530024.html > > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > ______________________________________________ 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.
