[R] k-folds cross validation with conditional logistic

Terry Therneau therneau at mayo.edu
Mon Dec 12 20:30:52 CET 2011

--begin inclusion --
I have a matched-case control dataset that I'm using conditional
logistic regression (clogit in survival) to analyze.  I'm trying to
conduct k-folds cross validation on my top models but all of the
packages I can find (CVbinary in DAAG, KVX) won't work with clogit
models.  Is there any easy way to do this in R?
-end inclusion --

 The clogit funciton is simply a wrapper for coxph.  
	clogit(case ~ ...  
turns into
	coxph(Surv(dummy, case) ~ ...
where "dummy" is a vector of ones.

Do the packages support coxph models?

Terry T

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