R help - Feb 2003 - Variable selection in Cox proportional hazards model?

Hello,
I need to implement variable selection procedures (such as stepwise and
backward selection) in Cox proportional hazards model, but can't seem to
find an R or S-plus command for these procedures.  I am aware that these
can be done in SAS.

I would appreciate help from anyone who knows how to implement these
procedures in Cox models using S-plus or (preferably) R.

Thanks!

Regards,
Chang-Heok

stepAIC (package MASS) works with coxph (package survival).

On Wed, 19 Feb 2003, Chang-Heok Soh wrote:
> I need to implement variable selection procedures (such as stepwise and
> backward selection) in Cox proportional hazards model, but can't seem
to
> find an R or S-plus command for these procedures.  I am aware that these
> can be done in SAS.
> 
> I would appreciate help from anyone who knows how to implement these
> procedures in Cox models using S-plus or (preferably) R.
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595