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st: lrtest after cox regression


From   "Emelda Okiro" <[email protected]>
To   <[email protected]>
Subject   st: lrtest after cox regression
Date   Mon, 04 Sep 2006 18:27:12 +0300

Am trying to using a forward stepwise model building approach to
progressively include covariates in the model as below

xi: stcox i.currentagegrp i.poor i.babies_bor i.pct_agegrp, robust
cluster(rsv) 
est store a1
xi: stcox i.currentagegrp i.poor i.babies_bor, robust cluster(rsv) 
est store b1
lrtest a1 b1

is it ok to use the lrtest to see which model fits best to check
whether its necessary to include the variable for pct_age as a possible
risk factor. The issue being that Cox model uses a partial likelihood  

thanks
Emelda


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