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Apr 21, 2016 at 8:50 comment added Theodor Identify in what way? If you are after model selection, then p-value based selection is arguably one of the worse ideas. Then it really depends what you are after: a model which explains the mechanism of the data or a prediction model. Anyway, there is a huge amount of literature, course materials and tutorials on the internet about variable selection.
Apr 19, 2016 at 13:50 comment added alize Thank you. So it does not make sense at all to feed two dependent variables into a Cox model? For example, if I have to identify a predictor from a number of variables (they are all dependent), what can I do?
Apr 14, 2016 at 15:02 history answered Theodor CC BY-SA 3.0