Dear Colleagues,
Can anybody suggest how to include ordinal multilevel variable (e.g. Likert scale in psychometric studies) as an explanatory variable in Cox proportional hazards model?
1) Should I change the variable to a few dummy variables? This idea is most appropriate, but it multiplies the number of explanatory variables and may result in model overfit.
2) Or should I rather keep one ordinal variable with multiple levels? This solution holds assumption that the distances between levels of ordinal variable are constant, which is actually not true for ordinal characteristic of a variable.
What to do then?
Thank you for your help!