Timeline for Survival Analysis Log log and Cox zph
Current License: CC BY-SA 4.0
6 events
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| Oct 2, 2023 at 12:37 | comment | added | Frank Harrell |
And pay a lot of attention to the multiplicity-adjusted GLOBAL row computed from cox.zph.
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| Nov 28, 2022 at 14:18 | comment | added | EdM | @user374070 it's possible, but unwise. See this page for extensive discussion of the perils of automated model selection. Frank Harrell's course notes and book discuss more reliable strategies (more likely to generalize to new data), particularly in Chapter 4. AIC can play important roles in reliable model building, but you shouldn't depend on it alone for automated model selection. | |
| Nov 28, 2022 at 2:14 | comment | added | user374070 | Hi EdM, My goal is to use the stratified Counting Process Approach. However, I also want to select all the possible covariates using AIC. Is it possible to use stepAIC to select this kind of model with a stratified term? | |
| Nov 28, 2022 at 1:56 | comment | added | EdM | @user374070 if a covariate isn't associated with outcome then there's no need to include it, whether as a modeled predictor or for stratification. In these data, sex isn't strongly associated with outcome. It's generally best to include as many outcome-associated predictors as reasonable (without overfitting) in a Cox model, as they have omitted-variable bias similar to logistic regression. The art of survival modeling includes figuring out how many/which predictors to include, and how. | |
| Nov 28, 2022 at 1:21 | comment | added | user374070 | Hello EdM, Thanks for your response. Actually when I selected models using AIC I did not use sex as a covariate, and I used some other covariates. Then I believe it is not necessary to stratify on this, right? | |
| Nov 27, 2022 at 22:36 | history | answered | EdM | CC BY-SA 4.0 |