Re: [R] Forced inclusion of varaibles in validate command as well as step

[D. Lofaro]

Dear prof. Harrell,

I'm not able to use the force option with fastbw, here an example of the error 
I've got (dataset stagec rpart package):

 fitstc - cph(Surv(stagec$pgtime,stagec$pgstat) ~ age + eet + g2 + grade + 
 gleason + ploidy, data=stagec)
 fbwstc - fastbw(fitstc,rule=aic,type=individual)
 fbwstc

 Deleted Chi-Sq d.f. P  Residual d.f. P  AIC
 eet 0.19   10.6610 0.19 10.6610 -1.81
 age 0.74   10.3889 0.93 20.6266 -3.07
 gleason 1.91   10.1673 2.84 30.4167 -3.16

Approximate Estimates after Deleting Factors

   CoefS.E. Wald Z P
g2 -0.03498 0.01843 -1.898 5.774e-02
grade   1.71963 0.35008  4.912 9.012e-07
ploidy  0.66700 0.25084  2.659 7.836e-03

Factors in Final Model

[1] g2 grade  ploidy
 fbwstc - fastbw(fitstg,rule=aic,type=individual,force=2)
Warning message:
In fastbw(fitstg, rule = aic, type = individual, force = 2) :
  force probably does not work unless type=individual
 fbwstc

Parameters forced into all models:
 eet

 Deleted Chi-Sq d.f. P  Residual d.f. P  AIC
 age 0.72   10.3960 0.72 10.3960 -1.28
 eet 0.21   10.6432 0.93 20.6266 -3.07
 gleason 1.91   10.1673 2.84 30.4167 -3.16

Approximate Estimates after Deleting Factors

   CoefS.E. Wald Z P
g2 -0.03498 0.01843 -1.898 5.774e-02
grade   1.71963 0.35008  4.912 9.012e-07
ploidy  0.66700 0.25084  2.659 7.836e-03

Factors in Final Model

[1] g2 grade  ploidy

Sorry if I bother you

best regards

Danilo Lofaro
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Re: [R] Forced inclusion of varaibles in validate command as well as step

[Frank Harrell]

Jon,

Version 3.3-0 of rms will be released within 2-3 days.  It has a new option
force for fastbw, validate, calibrate.  force is an integer vector of the
parameter numbers to force into every model.  It is meant to work with
type='individual' and its performance with type='residual' needs to be
studied (I doubt if it works as you want).  Suppose you have a Cox model
(which does not have an intercept to include in the sequential numbering for
force) like this:

f - cph(S ~ sex + pol(age,2) + rcs(height,4))

and you want to force age into every model.  You would specify force=2:3. 
Typing coef(f) will show you the sequential parameters in the model. 
Someday I'll extend this to force='age' but that's not in the current
version.  Note that fastbw always pools age and age^2 effects when judging
significance.

As always use stepwise methods at your own risk.  They are dangerous to your
health.

If you are using Linux I can send the new version by e-mail.

Frank

-
Frank Harrell
Department of Biostatistics, Vanderbilt University
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