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')
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 |
Unfortunately, no stepwise procedure exists for survreg models.
Therefore, we provide this brute force method.
Returns a list of indices of variables which have entered and stayed.
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])
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