Re: [R] problem with package rsm: running fit.mult.impute with cph

2010-12-02 Thread Frank Harrell
rms and fit.mult.impute don't necessarily play well with mice. Note also that you will need a special adjustment for variances for having done stepwise regression. One approach is to insert a zero for a coefficient every time that variable is not 'selected', then compute the sample variance of t

[R] problem with package rsm: running fit.mult.impute with cph

2010-12-02 Thread David Foreman
Hi all (and especially Frank), I'm trying to use x=T, y=T in order to run a validated stepwise cox regression in rsm, having multiply imputed using mice. I'm coding model.max<-fit.mult.impute(baseform,cph,miced2,dated.sexrisk2,x=T,y=T) baseform is baseform<-Surv(si.age,si=="Yes")~ peer.press +