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


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Backward or Forward selection of variables in cox regression
Date   Fri, 8 May 2009 08:18:50 -0700

Nick gave you a reference.  Please read it.  It will answer your questions.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Deepa Aggarwal
Sent: Friday, May 08, 2009 4:42 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Backward or Forward selection of variables in cox regression

Nick,

Thanks for quick response. But why is it bad?

Deepa

On Thu, May 7, 2009 at 2:17 PM, Nick Cox <n.j.cox@durham.ac.uk> 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
> n.j.cox@durham.ac.uk
>
> 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?
>
> *
> *   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/
>



-- 
Deepa

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