Hi, You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at rseek.org using 'stepwise' as the keyword to see a plethora of discussion on this point.
This is not a new issue BTW, as I happened to stumble upon this 1998 Stata FAQ recently during a related search: http://www.stata.com/support/faqs/stat/stepwise.html and there are more recent literature citations and books that reinforce those points. HTH, Marc Schwartz On May 25, 2011, at 4:28 AM, linda Porz wrote: > Sorry, I have wrote a wrong subject in the first email! > > Regards, > Linda > > ---------- Forwarded message ---------- > From: linda Porz <linda.p...@gmail.com> > Date: 2011/5/25 > Subject: combined odds ratio > To: r-help@r-project.org > Cc: r-help-requ...@stat.math.ethz.ch > > > Dear all, > > I am looking for an R function which does stepwise selection cox model in r > (delta chisq likelihood ratio test) similar to the stepwise, pe (0.05) lr: > stcox in STATA. > > I am very thankful for any reply. > > Regards, > Linda ______________________________________________ R-help@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.
