Proc SurveyPhreg and stepwise selection?

[liz_m]

Is it possible to do automated stepwise selection for Proc SurveyPhreg? I see it's possible for Proc phreg, but the same command does not work with Proc SurveyPhreg.

[SteveDenham]

Probably not available.  While you look for a work-around be sure to look at:

http://www.nesug.org/proceedings/nesug07/sa/sa07.pdf 

Stopping stepwise: Why stepwise and similar selection methods are bad, and what you should use

Peter L. Flom, National Development and Research Institutes, New York, NY David L. Cassell, Design Pathways, Corvallis, OR

Another to look at would be:Frank Harrell's excellent text: Regression Modeling Strategies with Applications to Linear Models, Logistic Regression and Survival Analysis.

Steve Denham