[R] coxph question

[Mayeul KAUFFMANN]

> I have many variables to test using cox model (coxph), and I am only
interested in those variables with p value less than 0.01. Is there a
quick way to do this automatically instead of looking at the output of
each variable?
> Chris

I guess you need covariate selection.
for a lengthy discussion of another method (AIC/BIC), look at last month
archive:
https://www.stat.math.ethz.ch/pipermail/r-help/2004-July/subject.html#53519

and try using
> library(MASS)
> stepAIC (...)

Most of the time, it starts removing the covariate with the lower p-value.


Mayeul KAUFFMANN
Univ. Pierre Mendes France
Grenoble - France