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From |
Svend Juul <SJ@SOCI.AU.DK> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: time efficient way to choose variables |

Date |
Wed, 4 Feb 2009 09:16:39 +0100 |

Dale S Hardy wrote: I have data in which I want to pick out variables associated with developing a disease. Each time I run the foreach command with the covariates, I cut out the one variable with the highest Z value with p value <0.05, and I put this variable in the second equation (stcox) until I have no variables with p value <0.05 left when I run the models with the foreach command. Here is an example below: foreach var of varlist agegrp racecode1 s_sex1 ses_pov ajcc6seer6_1 sizeband pnnumb grade_s lung4 comorbid treat2r xrt3 seer1 dxyear_cate { stcox PAC1 `var` } Then I choose the variable with the highest z score with p value <0.05 Then run the model again. Comorbid is taken out because of its highest Z score and placed in the second equation. foreach var of varlist agegrp racecode1 s_sex1 ses_pov ajcc6seer6_1 sizeband pnnumb grade_s lung4 treat2r xrt3 seer1 dxyear_cate { stcox PAC1 comorbid `var` } Third run: Sizeband was chosen because of the highest Z score with p value <0.05 This was placed in the second model: foreach var of varlist agegrp racecode1 s_sex1 ses_pov ajcc6seer6_1 pnnumb grade_s lung4 treat2r xrt3 seer1 dxyear_cate { stcox PAC1 comorbid sizeband `var` } I do this until there is no more variables with p value <0.05 to choose from. 1. My question is how can I do this process very quickly and time efficient. Do I use an array? Can you show me how to do this? 2. Is there also a time efficient process in looking for effect modifiers using several variables (one at a time in separate models) using the likelihood ratio test? =========================================================== It looks to me as if you could benefit from the -stepwise:- prefix command; see: help stepwise But - WARNING: Any method for automatic selection of variables should probably be avoided. See, e.g., a Statalist discussion at: http://www.stata.com/statalist/archive/2005-08/msg00251.html and an FAQ on the issue: http://www.stata.com/support/faqs/stat/stepwise.html Hope this helps (you to do something else.) Svend ________________________________________________________ Svend Juul Institut for Folkesundhed, Afdeling for Epidemiologi (Institute of Public Health, Department of Epidemiology) Bartholins Allé 2 DK-8000 Aarhus C, Denmark Phone, work: +45 8942 6090 Phone, home: +45 8693 7796 Fax: +45 8613 1580 E-mail: sj@soci.au.dk _________________________________________________________ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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