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stepwise selection for conditional logistic regression
9 messages · Weidong Gu, David Winsemius, Steve Lianoglou +2 more
stepAIC works for an object of clogit. Weidong Gu
On Fri, Feb 17, 2012 at 2:10 AM, Subha P. T. <subha_iss at yahoo.com> wrote:
?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. Please help. Thanks P.T. Subha ? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Feb 17, 2012, at 2:10 AM, Subha P. T. wrote:
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
Also, when you're doing reading through David's suggestions: On Fri, Feb 17, 2012 at 10:41 AM, David Winsemius
<dwinsemius at comcast.net> wrote:
[snip]
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".
Just keep in the back of your mind somewhere that the glmnet library can fit "GLMs via penalized maximum likelihood [and] ... Fits linear, logistic and multinomial, poisson, and Cox regression models" (taken from `?glmnet`) over a grid of lambda params for you. HTH, -steve
Steve Lianoglou Graduate Student: Computational Systems Biology ?| Memorial Sloan-Kettering Cancer Center ?| Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact
4 days later
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On Feb 22, 2012, at 12:03 AM, Subha P. T. wrote:
Hi David My data set has about 20 significant variables and step function with logistic regression is working fine( in R-commander). I tried to get conditional logistic by introducing the stratum variable and clogit. The clogit is not converging but is giving the summary of the model. When step/step AIC/..are used, the message given is "ERROR: number of rows in use has changed".
Caveat: I do not generally use stepwise methods and I have no experience with this particular message. Nonetheless it suggests that you have some variable in the model tat differs from the others with respect to missingness. Have you tried using subset() or complete.cases() to select a set of non-missing data for all tested variables? -- David Winsemius, MD West Hartford, CT
Stepwise variable selection is an invalid statistical method. Who or which book recommended it? Frank Subha P. T. wrote
?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. Please help.? Thanks P.T. Subha [[alternative HTML version deleted]]
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/stepwise-selection-for-conditional-logistic-regression-tp4396607p4410260.html Sent from the R help mailing list archive at Nabble.com.