On Feb 17, 2012, at 2:10 AM, Subha P. T. wrote:
Hi,
Is there any function available to do stepwise selection of
variables in Conditional(matched) logistic regression( clogit)?
step, stepwise etc are failing in case of conditional logistic
regression.
"Failing" is open to a variety of interpretation. Can you offer an
example and describe what you mean or quote an error message?
I tested the advice in this posting from C. Berry with the example in ?
clogit and got appropriate results:
http://finzi.psych.upenn.edu/Rhelp10/2010-January/226165.html
Please help.
Stepwise procedures are supported somewhat grudgingly on r-help. You
ought to read some of the critical comments about stepwise procedures
in the Archives:
http://search.r-project.org/cgi-bin/namazu.cgi?query=stepwise+significance&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=Rhelp02
Another search strategy might be "stepwise Harrell".
--
David Winsemius, MD
West Hartford, CT
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