Dear Stata users
I am trying to do a Cox proportional hazard modell with a frailty term and
stepwise selection. Both commands exist in Stata but I do not manage to put the
two together. Because I am new to Stata I am not sure whether this is because
this is not possible or whether I am having merely a syntax problem.
The command I tried to use was the following
sw stcox [varlist] , pr(.1) pe(.05) forward shared(variable)
Thank you very much for any advices and information!
M. Wymann
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