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st: alternative to SW in Stata


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: alternative to SW in Stata
Date   Thu, 12 Jul 2012 11:55:47 -0700 (PDT)

Hello,

We recently submitted a manuscript where we use -stcox- and the stepwise procedure to reduce the number of potential risk factors from 30 to 5. One reviewer commented that using stepwise was inappropriate but did not provide an alternative other than to say that we should retain all 30 factors. Giving our sample size (n=1000 and 105 failures) retaining all the factors would result in an over-fitted model. I know that there are limitations to using stepwise, many already discussed on statalist, bt we felt that the results we obtained were reasonable based on the science and current literature. However, what would be an alternative to SW for –stcox-? Is there a command in Stata or can someone suggest an acceptable method to generate a more parsimonious model?

Thank you in advance,
Ricardo 


Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

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