BART (version 2.8)

srstepwise: Stepwise Variable Selection Procedure for survreg

Description

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

Usage

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.

Value

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.

See Also

lung

Examples

# NOT RUN {
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])

# }