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Re: st: alternative to SW in Stata
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: alternative to SW in Stata
Date
Sat, 14 Jul 2012 17:42:45 -0400
Ricardo:
Read Chapters 4 and 5 of Frank Harrell's book "Regression Modeling Strategies", Springer Press. To cluster variables, see: http://www.stata.com/statalist/archive/2005-07/msg00620.html
There is also a literature on bootstrapping a stepwise process, though I have no references handy. The idea is to measure the stability of model selection by evaluating for each variable, the proportion of samples in which it is "selected". For logistic and linear regression, this is done by he contributed command -swboot- (SSC).
Steve
[email protected]
On Jul 12, 2012, at 3:54 PM, Ricardo Ovaldia wrote:
Thank you for the siuggestion David. However, the idea is to identify those (risk factors) variables that are most highly associated with time to failure. By creating factors scores using factor analysis, I lose the ability to identify these important variables individually.
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Thu, 7/12/12, David Greenberg <[email protected]> wrote:
> From: David Greenberg <[email protected]>
> Subject: Re: st: alternative to SW in Stata
> To: [email protected], [email protected]
> Date: Thursday, July 12, 2012, 2:41 PM
> If some of your predictors can be
> understood as multiple imperfect
> indicators of an underlying latent variable, you could
> create a scale
> by doing a factor analysis of your predictors, and using the
> factor
> scores in the Cox regression. David Greenberg, Sociology
> Department,
> NYU
>
> On Thu, Jul 12, 2012 at 2:55 PM, Ricardo Ovaldia <[email protected]>
> wrote:
>> 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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