On May 25, 2011, at 12:11 PM, linda Porz wrote:
Many thanks for your reply. I have run a stepwise selection in Stata
and R using the function fastbw (rule="p") from Design package. Both
functions give the same results. Is this because both functions do
the same job or can it be that for different data one will have
different results?
I don't understand your question. Why would "giving the same results"
be a concern? And why would one expect that with different data one
would _not_ get different results? The point of the critique against
stepwise procedures is that they assume too much "determinism" (i.e.
that all of the internal structure of the small sample of data will be
present in the wider universe) and that they generate too much
"confidence" on the part of the unwary and insufficiently educated user.
--
David.
Many thanks,
Linda
2011/5/25 Bert Gunter <gunter.ber...@gene.com>
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
>
> ______________________________________________
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>
--
"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
David Winsemius, MD
West Hartford, CT
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