srstepwise function

Stepwise Variable Selection Procedure for survreg

Stepwise Variable Selection Procedure for survreg

This stepwise variable selection procedure can be applied to obtain the best candidates for a survreg fit.

srstepwise(x, times, delta, sle = 0.15, sls = 0.15, dist='lognormal')

Arguments

  • x: Matrix of variables to consider.
  • times: The time to an event, if any.
  • delta: The event indicator: 1 for event, 0 for no event.
  • sle: The chosen significance level for entering.
  • sls: The chosen significance level for staying.
  • dist: The distribution to be used by survreg.

Returns

Returns a list of indices of variables which have entered and stayed.

Details

Unfortunately, no stepwise procedure exists for survreg models. Therefore, we provide this brute force method.

Examples

names. <- names(lung)[-(2:3)] status1 <- ifelse(lung$status==2,1,0) X <- as.matrix(lung)[ , names.] vars=srstepwise(X, lung$time, status1) print(names.[vars])

See Also

lung

  • Maintainer: Rodney Sparapani
  • License: GPL (>= 2)
  • Last published: 2024-06-21

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