Re: [R] stepwise selection cox model

2011-05-26 Thread linda Porz
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 > > On May 25, 2011, at 12:11

Re: [R] stepwise selection cox model

2011-05-25 Thread linda Porz
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? Many thank

Re: [R] stepwise selection cox model

2011-05-25 Thread David Winsemius
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 di

Re: [R] stepwise selection cox model

2011-05-25 Thread Bert Gunter
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 wrote: > Hi, > > You are unlikely to find one, as fundamentally, stepwise

Re: [R] stepwise selection cox model

2011-05-25 Thread Marc Schwartz
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

Re: [R] stepwise selection cox model

2011-05-25 Thread David Winsemius
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 Date: 2011/5/25 Subject: combined odds ratio To: r-help@r-project.org Cc: r-help-requ...@stat.math.ethz.ch Dear all

[R] stepwise selection cox model

2011-05-25 Thread linda Porz
Sorry, I have wrote a wrong subject in the first email! Regards, Linda -- Forwarded message -- From: linda Porz 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 stepwi