stepAIC and coxph objects with cluster(id)
Is it appropriate to use stepAIC (library MASS) with coxph objects (from library survival5) that use "cluster(id)"? It is my understanding that, when using "cluster(id)", we can test for sets of terms by using the methods in Wei et al., (1989; JASA, 84: 1065-1073), or as explained in pp. 53 and ff. of the survival.ps document. But if we use a likelihood ratio test instead (comparing sets of nested models), we can get different results. I started wondering, then, if using AIC, per se, could give misleading results. Am I getting confused here? Thanks, Ramon
Ramon Diaz-Uriarte Dept. Zoology and Statistics University of Wisconsin-Madison Madison, WI 53706 email: rdiazuri at students.wisc.edu phone: 608-238-8041 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help 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-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._