stepwise algorithm step() on coxph() (PR#1159)
This is not an error. Nobody said step would work with coxph models.
The help page says
object: an object representing a model of an appropriate class. This
is used as the initial model in the stepwise search.
and you are jumping to conclusions. I've added a note to the help file.
There is an extractAIC.coxph method for use with stepAIC in package MASS.
That does work in your example.
I had a report about multinom fits and step() recently: same answer, it is
stepAIC that works, not step.
Think of step() as minimal implementation to provide some compatibility
with that in S (which only offers lm and glm methods). And as step() in S
works with deviances, the compatibility function does too.
On Mon, 5 Nov 2001 jerome@hivnet.ubc.ca wrote:
Full_Name: Jerome Asselin Version: 1.3.1 OS: MacOS 9.2 Submission from: (NULL) (142.103.173.46) The step() function attempts to calculate the deviance of fitted models even if does not really need it. As a consequence, the step() function gives an error when it is used with coxph(). (There is currently no method to calculate the deviance of coxph() fits.) The code below gives an example of how the deviance is not necessary (at least for the default parameters of step()). Note that the deviance does not seem necessary even for linear models (lm()). ######################### library(survival) set.seed(3) #Create a fake dataset y <- rgamma(10,1) x1 <- rnorm(10) x2 <- rnorm(10) x3 <- rnorm(10) step(coxph(Surv(y) ~ x1+x2+x3)) #Gives an error step(lm(y ~ x1+x2+x3)) step(glm(y ~ x1+x2+x3)) step(aov(y ~ x1+x2+x3)) #Mask the deviance() function (Temporary patch??) deviance <- function(...) NA step(coxph(Surv(y) ~ x1+x2+x3)) #Gives no error step(lm(y ~ x1+x2+x3)) #Same result as before step(glm(y ~ x1+x2+x3))#Same result as before step(aov(y ~ x1+x2+x3))#Same result as before rm(deviance) -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._