Message-ID: <1291324436644-3070218.post@n4.nabble.com>
Date: 2010-12-02T21:13:56Z
From: Frank E Harrell Jr
Subject: problem with package rsm: running fit.mult.impute with cph
In-Reply-To: <AANLkTimqYdU7_knsGsJSSCKDdjx7JBXzFrfkDXYQJQ6_@mail.gmail.com>
rms and fit.mult.impute don't necessarily play well with mice.
Note also that you will need a special adjustment for variances for having
done stepwise regression. One approach is to insert a zero for a
coefficient every time that variable is not 'selected', then compute the
sample variance of the beta hats and zeros [using the bootstrap].
Frank
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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