Hi, I'm using stepAIC with a CoxPH model on some data. As we expect, there are a bunch of predictors, and stepAIC throws some out and then converges on others.
Anyway, when I run cox.zph on the final model, I get some evidence of Beta(t) time dependence. Should I be concerned about the impact of this on the entire fit procedure, or is it just that I can't trust the final hazard ratio that the Cox model spits out? Thanks in advance, -Ekr ______________________________________________ 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.
