stepwise selection for conditional logistic regression

 Hi,

Is there any function available to do stepwise selection of  
variables in Conditional(matched) logistic regression( clogit)?  
step, stepwise  etc are failing in case of conditional logistic  
regression.

"Failing" is open to a variety of interpretation. Can you offer an  
example and describe what you mean or quote an error message?

I tested the advice in this posting from C. Berry with the example in ? 
clogit and got appropriate results:

http://finzi.psych.upenn.edu/Rhelp10/2010-January/226165.html

Please help.

Stepwise procedures are supported somewhat grudgingly on r-help. You  
ought to read some of the critical comments about stepwise procedures  
in the Archives:

http://search.r-project.org/cgi-bin/namazu.cgi?query=stepwise+significance&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=Rhelp02

Another search strategy might be "stepwise Harrell".

David Winsemius, MD
West Hartford, CT