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2004 Jul 26
5
covariate selection in cox model (counting process)
Hello everyone,
I am searching for a covariate selection procedure in a cox model formulated
as a counting process.
I use intervals, my formula looks like coxph(Surv(start,stop,status)~
x1+x2+...+cluster(id),robust=T) where id is a country code (I study
occurence of civil wars from 1962 to 1997).
I'd like something not based on p-values, since they have several flaws for
this purpose.
I turned