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Re: st: Survival analysis: finding best cut-off values

From   Ronán Conroy <>
Subject   Re: st: Survival analysis: finding best cut-off values
Date   Wed, 7 Mar 2007 17:59:58 +0000

On 6 Márta 2007, at 21:24, Diego Bellavia wrote:

I am performing a survival analysis on a dataset with many variables. Multivariate cox proportional-hazard models
defined the best predictors (around 7 out of 270 variables). I would like to give the readers some cut-off values
they can use in the clinical practice,
My fear is that with a selection of 7 variables out of 270, your model shrinkage is likely to be a real problem. The associations you observe in your data may not be reproducible. Normally, model shrinkage is a function of the sample size and the number of predictors, but there's a Harrel paper in Statistical Methods in Medical Research (I'm sorry, I can't find it right now on the shelves) that argues that in variable selection models, the shrinkage is a function of the number of candidate variables, not the number in the eventual model.

Ronán Conroy
Royal College of Surgeons in Ireland
+353 (0) 1 402 2431
+353 (0) 87 799 97 95

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