I'm conducting survival analysis in Stata with data structured as multiple records over time. To illustrate, let's say I'm studying patient mortality. I'd like to check whether two explanatory variables, say weight and blood pressure, are correlated.
I could run a pairwise correlation using
pwcorr weight bloodpressure, but this wouldn't take into account the fact that the observations can come from the same patients. How should I test for correlation between
bloodpressure while controlling for clustering on
I've seen the Variance Inflation Factor (VIF) used for testing correlations in survey data, but I'm not sure how to transfer it to survival data.