This may be a trivial question, but I couldn't find an explanation anywhere. I am working on a Cox model (in R, using the rms package) to predict survival. One of my variables is the body-mass-index (BMI). A few of the subjects in my data set have a very high BMI.
I'd like to determine if there is a maximum value so that higher values do not have added predictive value. I would then truncate the variable at this maximum value, which would make the nomogram generated from the model easier to use. Does this make sense and how would I do that?