Sorry, I have wrote a wrong subject in the first email! Regards, Linda ---------- Forwarded message ---------- From: linda Porz <linda.porz@gmail.com> Date: 2011/5/25 Subject: combined odds ratio To: r-help@r-project.org Cc: r-help-request@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 [[alternative HTML version deleted]]
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 <linda.porz at gmail.com> > Date: 2011/5/25 > Subject: combined odds ratio > To: r-help at r-project.org > Cc: r-help-request at 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. >Does the Stata method apply appropriate penalization to its stepwise procedures? I suspect you will find that the experts in survival analysis around these parts take a very dim view of stepwise procedures and I would not be surprised if they purposely put a barrier in front of naive users to protect them from falling into the well-described but perhaps not widely understood pitfalls of such methods. I do know that Harrell provides for some support for penalized methods in his cph related functions. See the function pentrace. He also has a fastbw function in rms which is provided mainly so one can investigate and demonstrate those aforementioned pitfalls. Note: You should not be adding the address r-help-request at stat.math.ethz.ch to your postings. You may get cryptic replies in your Inbox. It is the address for interacting with the mail-server to manage your subscription options. David Winsemius, MD West Hartford, CT
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.porz at gmail.com> > Date: 2011/5/25 > Subject: combined odds ratio > To: r-help at r-project.org > Cc: r-help-request at 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