Sorry, my question was: Are these two functions (Stata and fastbw (rule="p") R function) should give the same results to the same data? Maybe I need to run these two functions on more than one datasets to answer myself.
Many thanks, Linda 2011/5/25 David Winsemius <dwinsem...@comcast.net> > > 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 >> > >> > ______________________________________________ >> > 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 >> >> > David Winsemius, MD > West Hartford, CT > > [[alternative HTML version deleted]] ______________________________________________ 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.
