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2006 May 07
1
model selection, stepAIC(), and coxph() (fwd)
Hello, My question concerns model selection, stepAIC(), add1(), and coxph(). In Venables and Ripley (3rd Ed) pp389-390 there is an example of using stepAIC() for the automated selection of a coxph model for VA lung cancer data. A statistics question: Can partial likelihoods be interpreted in the same manner as likelihoods with respect to information based criterion and likelihood ratio tests? It seems that t...