StepReg NEWS

Version 1.6.0 (2025-09-29)

New Features

• Strata Variables for Cox Regression: Added support for strata() function in Cox regression formulas. This allows users to fit stratified Cox models where separate baseline hazard functions are estimated for different groups while sharing regression coefficients across strata.

• Continuous-Nested-Within-Class Effects: Added support for continuous-nested-within-class effects using the : operator in formulas. This allows modeling how continuous variables’ effects vary across different levels of categorical variables.

• train and test validation: this feature is used for valid inference when test_ratio is set between 0-1.

• feature ratio: Proportion of candidate features sampled uniformly at random during forward selection (default = 1). This randomized selection helps identify the best variables while reducing the risk of overfitting, and is only valid when strategy is “forward”..

Enhancements

• Updated validation functions to properly handle interaction terms with different variable orders (e.g., X:A vs A:X)
• Enhanced formula parsing to support complex nested effects
• Improved documentation with comprehensive examples for new features
• update vote() to performance() which return a summary of performance of all final models.

Documentation

• Added new section “Advanced Features” to the vignette with detailed examples
• Updated function documentation with new examples
• Enhanced README with quick start examples for new features
• Updated package description to highlight new capabilities

Version 1.5.8

• Bug fixes and performance improvements
• Enhanced multicollinearity detection
• Updated documentation

Version 1.0.0

• Initial CRAN release
• Basic stepwise regression functionality
• Support for linear regression types
• Multiple selection strategies and metrics