R help - Feb 2012 - stepwise selection for conditional logistic regression

 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. Please help. 

Thanks

P.T. Subha
	[[alternative HTML version deleted]]

stepAIC works for an object of clogit.

Weidong Gu

On Fri, Feb 17, 2012 at 2:10 AM, Subha P. T. <subha_iss at yahoo.com>
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. Please help.
>
> Thanks
>
> P.T. Subha
> ? ? ? ?[[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help at 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.
>

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

Stepwise variable selection is an invalid statistical method.  Who or which
book recommended it?
Frank

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. Please help.?
> 
> Thanks
> 
> P.T. Subha
> 	[[alternative HTML version deleted]]
> 
> 
> ______________________________________________
> R-help@ 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.
> 

-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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