Hello all,
I am trying to use stepwise procedure to select covariates in Cox model
and use bootstrap to repeat stepwise selection, then record how many
times variables are chosen by step() in bootstrap replications. When I
use step() (or stepAIC) to do model selection, I got errors. Here is the
part of my code
for (j in 1:mm){ #<--mm=10
for (b in 1:nrow(reg.bs)){ #<--bootstrap 10 times
mi<-data.frame(tlfup,cen,complete(imp,j)) #<--completed data sets after
MI
in.star<-sample(1:n,n,replace=T) #<--to sample id number 1-1851.
data.star<-mi[in.star,]
M<-coxph(Surv(tlfup,cen)~mi$trt+mi$nodes+mi$htypeed1+mi$htypeed2+mi$ngra
ded2+mi$agem40
+mi$agem40sq+mi$er+mi$pr,data=data.star)
reg.model<-step(M) #<--do stepwise selection
reg.step[[b]]<-c((reg.model$coef)) #<-store selected variables
chosen.vb[[b]]<-names(reg.step[[b]]) #<--store names of selected
variables
}
tot.vb[[j]]<-c(unlist(chosen.vb))
}
Error in reg.step[[b]] : subscript out of bounds
varibles<-unlist(tot.vb) #<--change to a vector
table(varibles) #<--how many times the names have been
selected
Error in sort(unique.default(x), na.last = TRUE) :
'x' must be atomic
I figure the reason may be that when stepwise procedure selects the
chosen model with no varibles, that is
Start: AIC= 12436.85
Surv(tlfup, cen) ~ mi$trt + mi$nodes + mi$htypeed1 + mi$htypeed2 +
mi$ngraded2 + mi$agem40 + mi$agem40sq + mi$er + mi$pr
Df AIC
- mi$pr 1 12435
- mi$trt 1 12435
- mi$agem40sq 1 12435
- mi$agem40 1 12435
- mi$htypeed2 1 12435
- mi$nodes 1 12435
- mi$er 1 12436
- mi$ngraded2 1 12436
- mi$htypeed1 1 12436
<none> 12437
Step: AIC= 12425.91
Surv(tlfup, cen) ~ mi$htypeed1 + mi$ngraded2 + mi$er
Df AIC
- mi$er 1 12425
- mi$ngraded2 1 12425
- mi$htypeed1 1 12426
<none> 12426
Step: AIC= 12424.77
Surv(tlfup, cen) ~ 1
then reg.model$coef dosen't exist anymore (am I right?), but I need to
count the variables that are selected by step() in bootstrap
replications, what should I do?
Thanks,
Jia
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