I am trying to fit a predictive gene-based model in survival analysis. My question is:
Can I use LASSO as a variable selection method, and then run a multivariate Cox regression to get the coefficients of those variables (genes) instead of using the coefficients from LASSO?
In that case (if I run a multivariate Cox regression), I can get p-values, and make an inference for the coefficients.
I am pretty new to this area. Please bear with me if my questions are a bit dumb.