On May 25, 2011, at 5:28 AM, linda Porz wrote:
Sorry, I have wrote a wrong subject in the first email!
Regards,
Linda
---------- Forwarded message ----------
From: linda Porz <linda.p...@gmail.com>
Date: 2011/5/25
Subject: combined odds ratio
To: r-help@r-project.org
Cc: r-help-requ...@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.
Does the Stata method apply appropriate penalization to its stepwise
procedures?
I suspect you will find that the experts in survival analysis around
these parts take a very dim view of stepwise procedures and I would
not be surprised if they purposely put a barrier in front of naive
users to protect them from falling into the well-described but perhaps
not widely understood pitfalls of such methods.
I do know that Harrell provides for some support for penalized methods
in his cph related functions. See the function pentrace. He also has
a fastbw function in rms which is provided mainly so one can
investigate and demonstrate those aforementioned pitfalls.
Note: You should not be adding the address r-help-requ...@stat.math.ethz.ch
to your postings. You may get cryptic replies in your Inbox. It is
the address for interacting with the mail-server to manage your
subscription options.
David Winsemius, MD
West Hartford, CT
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