What model selection methods are available in the `phreg.cox` action?

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Réponse

The action supports several model selection methods via the `selection` parameter, including `FORWARD`, `BACKWARD`, `STEPWISE`, and `LASSO`. You can control the selection process with criteria like `slEntry` (significance level for entry) and `slStay` (significance level to stay).
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What are the essential parameters to run a basic Cox regression model? Can I perform a stratified Cox regression analysis? How do I handle censored data in the `cox` action? How can I generate an output table with predicted values and residuals? What is the primary purpose of the `phreg.cox` action?
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