Summary of pbc data set analysis: Variable names Variable Original Obs name name 1 censor status 2 x1 drug 3 x2 age 4 x3 sex 5 x4 ascites 6 x5 hepato 7 x6 spiders 8 x7 edema 9 x8 bili 10 x9 chol 11 x10 albumin 12 x11 copper 13 x12 alk_phos 14 x13 sgot 15 x14 trig 16 x15 platelet 17 x16 protime 18 x17 stage 308 y futime 1+S Strong No hier Weak No hier No hier Weak Main Adj=Iter Adj=Seq Adj=Seq Only 1 Intercept Intercept Intercept Intercept Intercept Intercept Intercept 2 x8 x4_x7 x8 x8 x8 x8 x8 3 x4 x8 x4 x4_x7 x4_x7 x4 x4 4 x17 x17 x4_x17 x17 x17 x4_x17 x17 5 x11 x3_x7 x11 x3_x7 x3_x7 x11 x11 6 x4_x11 x11 x4_x6 x11 x11 x4_x6 x10 7 x2 x4_x5 x4_x7 x2 x2 x4_x7 x16 8 x7 x10 x2 x4_x11 x4_x11 x2 x2 9 x13 x3 x10 x13 x13 x10 x13 10 x4_x7 x6_x16 x10_x16 x10 x10 x10_x16 x7 11 x11_x12 x16 x16 12 x4_x10 ahat 0.0119 0.0032 0.0075 0.0263 0.0263 0.0203 0.0625 %fsr_phreg91(dataset=pbc,model= drug|age|sex|ascites|hepato|spiders|edema|bili|chol|albumin|copper|alk_phos|sgot|trig|platelet|protime|stage @q, gamma=.05,y=futime,censor=status,censorvalue=0,method=1,terms=20); method=1 strong hier Forward Sequence Selection Effect p-to- monotonized Obs Step 1+S Entered enter p-to-enter 1 0 1 Intercept <.0001 0.000000 2 1 2 x8 <.0001 0.000000 3 2 3 x4 <.0001 0.000000 4 3 4 x17 <.0001 0.000009 5 4 5 x11 0.0001 0.000131 6 5 6 x4_x11 0.0005 0.000490 7 6 7 x2 0.0013 0.001268 8 7 8 x7 0.0007 0.001268 9 8 9 x13 0.0019 0.001907 10 9 10 x4_x7 0.0031 0.003095 11 10 11 x10 0.0220 0.021989 12 11 12 x16 0.0097 0.021989 13 12 13 x4_x10 0.0579 0.057931 14 13 14 x2_x7 0.0291 0.057931 15 14 15 x8_x8 0.0485 0.057931 16 15 16 x10_x16 0.0836 0.083569 17 16 17 x7_x16 0.0290 0.083569 18 17 18 x6 0.0578 0.083569 19 18 19 x6_x16 0.0597 0.083569 20 19 20 x6_x8 0.0244 0.083569 21 20 21 x6_x17 0.0195 0.083569 Sequence of Possible Models Obs alpha gammahat 1+S 1 0.000000 0.00000 1 2 0.000000 0.00000 2 3 0.000000 0.00000 3 4 0.000009 0.00004 4 5 0.000131 0.00047 5 6 0.000490 0.00172 6 7 0.001268 0.00380 8 8 0.001907 0.00614 9 9 0.003095 0.01083 10 10 0.021989 0.07513 12 11 0.057931 0.18152 15 12 0.083569 0.19897 21 Fast FSR estimates alpha Obs estimate 1+S 1 0.011905 10 method=2 no hier Forward Sequence Selection Effect p-to- monotonized Obs Step 1+S Entered enter p-to-enter 1 0 1 Intercept <.0001 0.000000 2 1 2 x4_x7 <.0001 0.000000 3 2 3 x8 <.0001 0.000000 4 3 4 x17 <.0001 0.000005 5 4 5 x3_x7 <.0001 0.000019 6 5 6 x11 <.0001 0.000020 7 6 7 x4_x5 0.0006 0.000561 8 7 8 x10 0.0014 0.001383 9 8 9 x3 0.0028 0.002817 10 9 10 x6_x16 0.0026 0.002817 11 10 11 x12_x13 0.0106 0.010563 12 11 12 x5_x8 0.0039 0.010563 13 12 13 x4_x6 0.0137 0.013713 14 13 14 x2 0.0256 0.025639 15 14 15 x13 0.0208 0.025639 16 15 16 x13_x15 0.0145 0.025639 17 16 17 x3_x16 0.0130 0.025639 18 17 18 x12_x14 0.0303 0.030253 19 18 19 x9_x10 0.0264 0.030253 20 19 20 x7_x8 0.0438 0.043830 21 20 21 x8_x9 0.0600 0.060027 Sequence of Possible Models Obs alpha gammahat 1+S 1 0.000000 0.00000 1 2 0.000000 0.00000 2 3 0.000000 0.00000 3 4 0.000005 0.00019 4 5 0.000019 0.00060 5 6 0.000020 0.00052 6 7 0.000561 0.01275 7 8 0.001383 0.02732 8 9 0.002817 0.04395 10 10 0.010563 0.13556 12 11 0.013713 0.16139 13 12 0.025639 0.22471 17 13 0.030253 0.23406 19 14 0.043830 0.31996 20 15 0.060027 0.41447 21 Fast FSR estimates alpha Obs estimate 1+S 1 .003205128 10 method=3 weak hier Forward Sequence Selection Effect p-to- monotonized Obs Step 1+S Entered enter p-to-enter 1 0 1 Intercept <.0001 0.000000 2 1 2 x8 <.0001 0.000000 3 2 3 x4 <.0001 0.000000 4 3 4 x4_x17 <.0001 0.000009 5 4 5 x11 0.0001 0.000131 6 5 6 x4_x6 0.0003 0.000314 7 6 7 x4_x7 0.0004 0.000436 8 7 8 x2 0.0013 0.001312 9 8 9 x10 0.0023 0.002343 10 9 10 x10_x16 0.0025 0.002484 11 10 11 x11_x12 0.0048 0.004771 12 11 12 x4_x10 0.0026 0.004771 13 12 13 x13 0.0409 0.040944 14 13 14 x7_x8 0.0433 0.043304 15 14 15 x5_x8 0.0274 0.043304 16 15 16 x16 0.0477 0.047723 17 16 17 x6_x16 0.0159 0.047723 18 17 18 x7_x16 0.0249 0.047723 19 18 19 x1_x4 0.0333 0.047723 20 19 20 x2_x7 0.0285 0.047723 21 20 21 x15_x16 0.0174 0.047723 Sequence of Possible Models Obs alpha gammahat 1+S 1 0.000000 0.00000 1 2 0.000000 0.00000 2 3 0.000000 0.00000 3 4 0.000009 0.00010 4 5 0.000131 0.00118 5 6 0.000314 0.00309 6 7 0.000436 0.00361 7 8 0.001312 0.00935 8 9 0.002343 0.01822 9 10 0.002484 0.02037 10 11 0.004771 0.03180 12 12 0.040944 0.24881 13 13 0.043304 0.25694 15 14 0.047723 0.21362 21 Fast FSR estimates alpha Obs estimate 1+S 1 .0075 12 method=4 no hier adj=Iterated Forward Sequence monotonized Selection Effect p-to- adjusted adjusted Obs Step 1+S Entered enter p-to-enter p-to-enter 1 0 1 Intercept <.0001 0.00000 0.00000 2 1 2 x8 <.0001 0.00000 0.00000 3 2 3 x4_x7 <.0001 0.00000 0.00000 4 3 4 x17 <.0001 0.00000 0.00000 5 4 5 x3_x7 <.0001 0.00025 0.00025 6 5 6 x11 <.0001 0.00002 0.00025 7 6 7 x2 0.0009 0.00091 0.00091 8 7 8 x4_x11 0.0002 0.00270 0.00270 9 8 9 x13 0.0006 0.00055 0.00270 10 9 10 x10 0.0079 0.00785 0.00785 11 10 11 x16 0.0184 0.01838 0.01838 12 11 12 x6_x12 0.0041 0.05439 0.05439 13 12 13 x6 0.1483 0.14825 0.14825 14 13 14 x1_x3 0.0114 0.15185 0.15185 15 14 15 x12 0.3325 0.33247 0.33247 16 15 16 x3 0.3766 0.37658 0.37658 17 16 17 x4 0.3831 0.38309 0.38309 18 17 18 x9_x10 0.0366 0.48549 0.48549 19 18 19 x9 0.3834 0.38341 0.48549 20 19 20 x7 0.5024 0.50242 0.50242 21 20 21 x9_x14 0.0484 0.64262 0.64262 Sequence of Possible Models Obs alpha gammahat 1+S 1 0.00000 0.00000 1 2 0.00000 0.00000 2 3 0.00000 0.00000 3 4 0.00000 0.00003 4 5 0.00025 0.00103 6 6 0.00091 0.00312 7 7 0.00270 0.00689 9 8 0.00785 0.01721 10 9 0.01838 0.03496 11 10 0.05439 0.09450 12 11 0.14825 0.22636 13 12 0.15185 0.21448 14 13 0.33247 0.41611 15 14 0.37658 0.41833 16 15 0.38309 0.37799 17 16 0.48549 0.40113 19 17 0.50242 0.36925 20 18 0.64262 0.44749 21 Fast FSR estimates alpha Obs estimate c 1+S 1 0.026285 13.2727 11 method=5 no hier adj=Sequential Forward Sequence monotonized Selection Effect p-to- adjusted adjusted Obs Step 1+S Entered enter c p-to-enter p-to-enter 1 0 1 Intercept <.0001 8.2778 0.00000 0.00000 2 1 2 x8 <.0001 8.2778 0.00000 0.00000 3 2 3 x4_x7 <.0001 8.7647 0.00000 0.00000 4 3 4 x17 <.0001 8.7059 0.00000 0.00000 5 4 5 x3_x7 <.0001 9.2500 0.00017 0.00017 6 5 6 x11 <.0001 9.1875 0.00002 0.00017 7 6 7 x2 0.0009 9.8000 0.00091 0.00091 8 7 8 x4_x11 0.0002 10.5000 0.00214 0.00214 9 8 9 x13 0.0006 10.4286 0.00055 0.00214 10 9 10 x10 0.0079 11.2308 0.00785 0.00785 11 10 11 x16 0.0184 12.1667 0.01838 0.01838 12 11 12 x6_x12 0.0041 13.2727 0.05439 0.05439 13 12 13 x6 0.1483 13.1818 0.14825 0.14825 14 13 14 x1_x3 0.0114 14.5000 0.16589 0.16589 15 14 15 x12 0.3325 14.4000 0.33247 0.33247 16 15 16 x3 0.3766 16.0000 0.37658 0.37658 17 16 17 x4 0.3831 18.0000 0.38309 0.38309 18 17 18 x7 0.6348 20.5714 0.63484 0.63484 19 18 19 x9_x10 0.0263 24.0000 0.63101 0.63484 20 19 20 x9 0.4931 23.8333 0.49309 0.63484 21 20 21 x1 0.7008 28.6000 0.70081 0.70081 Sequence of Possible Models Obs alpha c gammahat 1+S 1 0.00000 8.2778 0.00000 1 2 0.00000 8.2778 0.00000 2 3 0.00000 8.7647 0.00000 3 4 0.00000 8.7059 0.00004 4 5 0.00017 9.1875 0.00086 6 6 0.00091 9.8000 0.00363 7 7 0.00214 10.4286 0.00616 9 8 0.00785 11.2308 0.01877 10 9 0.01838 12.1667 0.03662 11 10 0.05439 13.2727 0.09450 12 11 0.14825 13.1818 0.22721 13 12 0.16589 14.5000 0.22350 14 13 0.33247 14.4000 0.39742 15 14 0.37658 16.0000 0.37511 16 15 0.38309 18.0000 0.31423 17 16 0.63484 23.8333 0.31609 20 17 0.70081 28.6000 0.26581 21 Fast FSR estimates alpha Obs estimate 1+S 1 0.026285 11 method=6 weak hier adj=Sequential Forward Sequence monotonized Selection Effect p-to- adjusted adjusted Obs Step 1+S Entered enter c p-to-enter p-to-enter 1 0 1 Intercept <.0001 8.27778 0.00000 0.00000 2 1 2 x8 <.0001 0.05556 0.00000 0.00000 3 2 3 x4 <.0001 1.05882 0.00000 0.00000 4 3 4 x4_x17 <.0001 2.06250 0.00002 0.00002 5 4 5 x11 0.0001 2.00000 0.00013 0.00013 6 5 6 x4_x6 0.0003 3.13333 0.00098 0.00098 7 6 7 x4_x7 0.0004 3.06667 0.00134 0.00134 8 7 8 x2 0.0013 3.00000 0.00131 0.00134 9 8 9 x10 0.0023 4.21429 0.00234 0.00234 10 9 10 x10_x16 0.0025 5.53846 0.01376 0.01376 11 10 11 x11_x12 0.0048 5.46154 0.02605 0.02605 12 11 12 x4_x10 0.0026 5.38462 0.01415 0.02605 13 12 13 x13 0.0409 5.30769 0.04094 0.04094 14 13 14 x7_x8 0.0433 6.75000 0.29230 0.29230 15 14 15 x5_x8 0.0274 6.66667 0.18283 0.29230 16 15 16 x16 0.0477 6.58333 0.04772 0.29230 17 16 17 x6_x16 0.0159 8.18182 0.13045 0.29230 18 17 18 x7_x16 0.0249 8.09091 0.20165 0.29230 19 18 19 x1_x4 0.0333 8.00000 0.26631 0.29230 20 19 20 x2_x7 0.0285 7.90909 0.22540 0.29230 21 20 21 x15_x16 0.0174 7.81818 0.13569 0.29230 Sequence of Possible Models Obs alpha c gammahat 1+S 1 0.00000 8.27778 0.00000 1 2 0.00000 0.05556 0.00000 2 3 0.00000 1.05882 0.00000 3 4 0.00002 2.06250 0.00014 4 5 0.00013 2.00000 0.00077 5 6 0.00098 3.13333 0.00465 6 7 0.00134 3.00000 0.00462 8 8 0.00234 4.21429 0.00671 9 9 0.01376 5.53846 0.03390 10 10 0.02605 5.38462 0.05347 12 11 0.04094 5.30769 0.07499 13 12 0.29230 7.81818 0.28874 21 Fast FSR estimates alpha Obs estimate 1+S 1 0.020297 10 method=7 main effects only Forward Sequence Selection Effect p-to- monotonized Obs Step 1+S Entered enter p-to-enter 1 0 1 Intercept <.0001 0.00000 2 1 2 x8 <.0001 0.00000 3 2 3 x4 <.0001 0.00000 4 3 4 x17 <.0001 0.00001 5 4 5 x11 0.0001 0.00013 6 5 6 x10 0.0013 0.00130 7 6 7 x16 0.0053 0.00527 8 7 8 x2 0.0147 0.01467 9 8 9 x13 0.0178 0.01781 10 9 10 x7 0.0170 0.01781 11 10 11 x9 0.1638 0.16381 12 11 12 x3 0.3197 0.31972 13 12 13 x15 0.5807 0.58068 14 13 14 x14 0.5628 0.58068 15 14 15 x1 0.5474 0.58068 16 15 16 x6 0.6679 0.66790 17 16 17 x5 0.9169 0.91687 18 17 18 x12 0.9769 0.97689 Sequence of Possible Models Obs alpha gammahat 1+S 1 0.00000 0.00000 1 2 0.00000 0.00000 2 3 0.00000 0.00000 3 4 0.00001 0.00003 4 5 0.00013 0.00034 5 6 0.00130 0.00261 6 7 0.00527 0.00828 7 8 0.01467 0.01833 8 9 0.01781 0.01425 10 10 0.16381 0.10425 11 11 0.31972 0.15986 12 12 0.58068 0.11614 15 13 0.66790 0.08349 16 14 0.91687 0.05393 17 15 0.97689 0.00000 18 Fast FSR estimates alpha Obs estimate 1+S 1 0.0625 10