srstepwise {BART}

Stepwise Variable Selection Procedure for survreg

Description

This stepwise variable selection procedure can be applied to obtain the best candidates for a survreg fit.

Usage

srstepwise(x, times, delta, sle = 0.15, sls = 0.15, dist='lognormal')

Arguments

x

Matrix of variables to consider.

times

The time to an event, if any.

delta

The event indicator: 1 for event, 0 for no event.

sle

The chosen significance level for entering.

sls

The chosen significance level for staying.

dist

The distribution to be used by survreg.

Details

Unfortunately, no stepwise procedure exists for survreg models. Therefore, we provide this brute force method.

Value

Returns a list of indices of variables which have entered and stayed.

See Also

lung

Examples

names. <- names(lung)[-(2:3)]
status1 <- ifelse(lung$status==2,1,0)
X <- as.matrix(lung)[ , names.]
vars=srstepwise(X, lung$time, status1)
print(names.[vars])