-- begin included message --- I did realize that there are way more predictors in the model. My initial thinking was use that as an initial model for stepwise model selection. Now I wonder if the model selection result is still valid if the initial model didn't even converge? --- end inclusion ---
You have 17 predictors with only 22 events. All methods of "variable selection" in such a scenario will give essentially random results. There is simply not enough information present to determine a best predictor or best subset of predictors. Terry Therneau ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
