Entering edit mode
Hi,
I have a question on the calculation of linear predictor of weibull
model in general (using survreg function for ex). I fit my covariate
in univariate mode within cross-validation. My question is that for
each covariate, I get an intercept since the covariates are fitted in
univariate mode. Then, the covariates could be selected based on the
smallest p-value (returned by survreg). To calculate the linear
predictor of samples (or observations) in the testing set, would the
sum of samples weighted by weibull coefficients be correct as linear
prediction or should I somehow make use of intercepts?
look forward to your reply,
Carol