Thanks Mayeul,
I actually would like to test each variable individually and use those have low
p-value to build a classifier (not in cox model). Therefore, I need to write a
function to subset those low p-value variables, instead of putting them as covariates.
Any ideas?
Chris
-Original
Chris,
I understood the following: you want to try every single covariate in a
cox model with only one covariate, then take the best ones according to
p-value.
Assume your columns look like:
stop status event x1 x2 x3 etc
You want to add column 3 (x1), then 4, etc.
I suggest a for() loop: