Hi there,
I am doing survival analysis, and I know that some of the variables with a significant impact on survival on univariate analysis are closely related to each other, as they have been calculated from one other. Can I include them all in a Cox PH model to see which of the variables is/are an independent risk factor?
It sounds like you think some of your predictors may be confounded. Including multiple predictors is a way for adjusting for confounding between a predictor and the outcome. however, when the predictors themselves are confounded including multiple related predictors may not necessarily highlight THE most important ones.
as a simple example what happens if you include the same predictor twice(maybe with a little noise added in), do they get the same hazard ratio as if you only include it once?
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