R devel - Mar 2004 - Application of step to coxph using method="exact" (PR#6646)

Full_Name: John E. Kolassa
Version: Version 1.8.1
OS: Solaris
Submission from: (NULL) (128.6.76.36)


Stepwise model selection for coxph appears to fail with
method="exact".
The code

step(coxph(Surv(1:100,rep(1,100))~factor(rep(1:4,25)),method="exact"))

produces the error message 

Start:  AIC= 733.07 
 Surv(1:100, rep(1, 100)) ~ factor(rep(1:4, 25)) 

Error in "[<-"(`*tmp*`, i + 1, , value = extractAIC(nfit, scale, k
= k,  :
        number of items to replace is not a multiple of replacement length

The same code without specifying method 
step(coxph(Surv(1:100,rep(1,100))~factor(rep(1:4,25))))

runs through, and gives what looks like a reasonable answer.  Thanks, John
Kolassa

It's an inconsistency in coxph:
> coxph(Surv(1:100,rep(1,100))~1)$loglik
[1] -363.7394
> coxph(Surv(1:100,rep(1,100))~1,method="exact")$loglik
[1] -363.7394 -363.7394

so you are blaming the wrong code.  According to the documentation, the 
first is incorrect.  However, this did not arise with the original 
stepAIC, as coxph in S-PLUS cannot handle the second model, and I suspect 
the fix for it in R is inconsistent.

I am about to change extractAIC.coxph to work around this.

On Thu, 4 Mar 2004 kolassa@stat.rutgers.edu wrote:
> Full_Name: John E. Kolassa
> Version: Version 1.8.1
> OS: Solaris
> Submission from: (NULL) (128.6.76.36)
> 
> 
> Stepwise model selection for coxph appears to fail with
method="exact".
> The code
> 
>
step(coxph(Surv(1:100,rep(1,100))~factor(rep(1:4,25)),method="exact"))
> 
> produces the error message 
> 
> Start:  AIC= 733.07 
>  Surv(1:100, rep(1, 100)) ~ factor(rep(1:4, 25)) 
> 
> Error in "[<-"(`*tmp*`, i + 1, , value = extractAIC(nfit,
scale, k = k,  :
>         number of items to replace is not a multiple of replacement length
> 
> The same code without specifying method 
> step(coxph(Surv(1:100,rep(1,100))~factor(rep(1:4,25))))
> 
> runs through, and gives what looks like a reasonable answer.  Thanks, John
-- 
Brian D. Ripley,                  ripley@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