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?

It's not completely clear to me whether AIC is useful for an ordinary Cox
model using the partial likelihood (though I presume _someone_ has studied
the properties of this method).

For a model using cluster(id) it certainly isn't appropriate.  These
models do not have even a partial likelihood. Likelihood ratio tests are
not possible, and AIC is not well-defined.

Stepwise selection would have to be based on the distribution of the
parameter estimates and the sandwich estimator of its covariance

	-thomas

Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._