crrstep (version 2023.1.1)
Stepwise Covariate Selection for the Fine & Gray Competing Risks
Regression Model
Description
Performs forward and backwards stepwise regression for the Proportional subdistribution hazards model in competing risks (Fine & Gray 1999). Procedure uses AIC, BIC and BICcr as selection criteria. BICcr has a penalty of k = log(n*), where n* is the number of primary events.