I have many variables to test using cox model (coxph), and I am only
interested in those variables with p value less than 0.01. Is there a quick way to do this automatically instead of looking at the output of each variable?
Chris
I guess you need covariate selection. for a lengthy discussion of another method (AIC/BIC), look at last month archive: https://www.stat.math.ethz.ch/pipermail/r-help/2004-July/subject.html#53519 and try using
library(MASS) stepAIC (...)
Most of the time, it starts removing the covariate with the lower p-value. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France