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RE: st: RE: Backward or Forward selection of variables in cox regression


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Backward or Forward selection of variables in cox regression
Date   Fri, 8 May 2009 13:02:45 +0100

Please see the reference cited. If it's elusive, Google for Frank
Harrell's website to see summary statements. 

Nick 
[email protected] 

Deepa Aggarwal

Thanks for quick response. But why is it bad?

On Thu, May 7, 2009 at 2:17 PM, Nick Cox <[email protected]> wrote:

> The usual term is Cox regression.
>
> You can use -stepwise- with -stcox-. It's a very bad idea, but it is
> possible. See Frank Harrell, Regression modeling strategies, Springer,
> NY, 2001.
>
> Nick
> [email protected]
>
> Deepa Aggarwal
>
> I am using stcox command of Stata for the longitudinal analysis in
time
> varying cox regression. Is there any command with which I can do
> backward
> or forward selection of variables in cox regression?

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