Dear team,

I hope all is well.

I was trying to do lasso inference for survival ,model.

The variables of interest are : AMIS, BMIS DRMIS

All of them are categorical variables

I want to assess the relationship between survival and AMIS with having BMIS and DRMIS in the model in all cases

Also , to assess the relationship between survival and BMIS with having DRMIS and AMIS in the model in all cases

Also , I want to assess the relationship between survival and DRMIS with having BMIS and AMIS in the model in all cases

So I did the following:

stset GTIME_KI, failure(GSTATUS_DTHCNS_KI)

stpsurv, at(10)

dsregress pseudo i.AMIS i.BMIS i.DRMIS, controls( i.sex BMI_TCR COLD_ISCH_KI SERUM_CREAT END_CPRA AGE i.STEROIDS_MAINT i.induction AGE_DON i.DIAB i.dgf timeondialysis )

I wonder if the syntax above is correct and would answer my question?

Is it right to use the stpsurv for doing survival model using lasso inference?

Is the syntax for the lasso inference is correct?

or should I do the syntax for each variable of interest separately?

So I do :

dsregress pseudo i.AMIS, controls((i.BMIS i.DRMIS) i.sex BMI_TCR COLD_ISCH_KI SERUM_CREAT END_CPRA AGE i.STEROIDS_MAINT i.induction AGE_DON i.DIAB i.dgf timeondialysis )

then: dsregress pseudo i.BMIS, controls((i.AMIS i.DRMIS) i.sex BMI_TCR COLD_ISCH_KI SERUM_CREAT END_CPRA AGE i.STEROIDS_MAINT i.induction AGE_DON i.DIAB i.dgf timeondialysis )

then:

dsregress pseudo i.DRMIS, controls((i.BMIS i.AMIS) i.sex BMI_TCR COLD_ISCH_KI SERUM_CREAT END_CPRA AGE i.STEROIDS_MAINT i.induction AGE_DON i.DIAB i.dgf timeondialysis )

Final question:

What are the post-estimation tests I can do for this models?

Thank you very much

Looking forward to hearing back from you