crrstep: Stepwise Covariate Selection for the Fine & Gray Competing Risks
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.
||Ravi Varadhan & Deborah Kuk
||Ravi Varadhan <ravi.varadhan at jhu.edu>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]