Question
Asked 10th Apr, 2022

# What is a good method to select variables for Cox Regression?

Dear biostats community,
I am trying to build a Cox (Proportional Hazards) Regression and have a dataset with several variables. I am trying to decide which variables are the most useful to use as covariates in my model. Which method do you use and recommend for doing this? I thought at first to do a univariate analysis and see which variables don't have a significant survival difference to exclude them but as I understand such procedures have the issue that they don't take into account the interaction between the different variables.
Thank you very much!!
Gabriel

## All Answers (3)

10th Apr, 2022
Bhogaraju Anand
Malla Reddi Institute of Medical Sciences
Hi,
Intuitively selecting based upon already associated covariates from literature. another way is step-wise selection.
This is a reference link for different methods which can be used.:
and
Garcia, R. I., Ibrahim, J. G., & Zhu, H. (2010). Variable selection in the cox regression model with covariates missing at random. Biometrics, 66(1), 97–104. https://doi.org/10.1111/j.1541-0420.2009.01274.x
For a theoretical discussion:
Handbook of Survival Analysis by John P. Klein, CRC Press Taylor & Francis Group
1 Recommendation
10th Apr, 2022
David Eugene Booth
Kent State University
Stepwise would be a terrible choice. I recommend lasso or the adaptive lasso version. See the attached papers. Best wishes, David Booth

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