How do I find the collinearity between predictors in a cox regression using R software?

03 March 2014 1 9K Report

Actually, I want to find if there is a relationship among my explanatory variables.

You can use variance inflation factors for this; Wikipedia has an article on them. They can be estimated from the model matrix. I use the attached function with glm() and glmer() objects - not sure about cox models specifically.

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