I have a population dataset in whom the outcomes are 1. presence of coronary disease 2. Adverse cardiac events. In univariate analysis, the usual suspects such as LDL, smoking and family history have been consistently non-significant. There are other factors that have shown significance. Now in a multi-variate analysis, should I be including the common risk factors or only those that have shown significance in a univariate analysis? I have submitted to journals previously with using only those with significant p values in the multivariate analysis and have been accepted but during my viva, the examiner was insistent that comparing results based on p values was inappropriate.
Secondly, the examiner also commented on using odds ratio as effect measure and how it is vulnerable to bias due its non-collapsibility. Would greatly appreciate any help in resolving these issues.