crrstep (version 2025.1.1)
Stepwise Covariate Selection for the Fine & Gray Competing Risks
Regression Model
Description
Performs forward and backward 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. This version includes improved handling of factors,
interactions, and polynomial terms.