crrstep

Stepwise Covariate Selection for the Fine & Gray Competing Risks Regression Model

CRAN Package

Performs forward and backwards stepwise regression for the Proportional subdistribution hazards model in competing risks (Fine & Gray 1999). Procedure uses AIC, BIC and BICcr as selection criteria. BICcr has a penalty of k = log(n*), where n* is the number of primary events.


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