See the Vignette in the glmnet package for one alternative approach to variable selection. Of course, you need to gain some background to know what you're doing here.
-- Bert On Wed, May 25, 2011 at 8:38 AM, Marc Schwartz <marc_schwa...@me.com> wrote: > Hi, > > You are unlikely to find one, as fundamentally, stepwise procedures are a bad > way to engage in covariate selection. Search the list archives at rseek.org > using 'stepwise' as the keyword to see a plethora of discussion on this point. > > This is not a new issue BTW, as I happened to stumble upon this 1998 Stata > FAQ recently during a related search: > > http://www.stata.com/support/faqs/stat/stepwise.html > > and there are more recent literature citations and books that reinforce those > points. > > HTH, > > Marc Schwartz > > On May 25, 2011, at 4:28 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. >> >> I am very thankful for any reply. >> >> Regards, >> Linda > > ______________________________________________ > 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. > -- "Men by nature long to get on to the ultimate truths, and will often be impatient with elementary studies or fight shy of them. If it were possible to reach the ultimate truths without the elementary studies usually prefixed to them, these would not be preparatory studies but superfluous diversions." -- Maimonides (1135-1204) Bert Gunter Genentech Nonclinical Biostatistics ______________________________________________ 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.
