title: Reducing bias in parameter estimates from stepwise regression in proportional hazards regression with right-censored data.
abstract: When variable selection with stepwise regression and model fitting are conducted on the same data set, competition for inclusion in the model induces a selection bias in coefficient estimators away from zero. In proportional hazards regression with right-censored data, selection bias inflates the absolute value of parameter estimate of selected parameters, while the omission of other variables may shrink coefficients toward zero. This paper explores the extent of the bias in parameter estimates from stepwise proportional hazards regression and proposes a bootstrap method, similar to those proposed by Miller (Subset Selection in Regression, 2nd edn. Chapman & Hall/CRC, 2002) for linear regression, to correct for selection bias. We also use bootstrap methods to estimate the standard error of the adjusted estimators. Simulation results show that substantial biases could be present in uncorrected stepwise estimators and, for binary covariates, could exceed 250% of the true parameter value. The simulations also show that the conditional mean of the proposed bootstrap bias-corrected parameter estimator, given that a variable is selected, is moved closer to the unconditional mean of the standard partial likelihood estimator in the chosen model, and to the population value of the parameter. We also explore the effect of the adjustment on estimates of log relative risk, given the values of the covariates in a selected model. The proposed method is illustrated with data sets in primary biliary cirrhosis and in multiple myeloma from the Eastern Cooperative Oncology Group.
authors.affiliation: Genentech, Inc., 1 DNA Way, South San Francisco, CA 94080, USA. csoh@post.harvard.edu
authors.forename: Chang-Heok
authors.initials: CH
authors.lastname: Soh
authors.forename: David P
authors.initials: DP
authors.lastname: Harrington
authors.forename: Alan M
authors.initials: AM
authors.lastname: Zaslavsky
mesh_terms: D015982:Bias; D016016:Proportional Hazards Models; D012044:Regression Analysis; D015983:Selection Bias