Dear All,
Is there a test for overfitting when using Cox proportional hazards model?
Specifically, I have a small data set with only 52 cases (39 events) and 12
independent variables. Six of those independent variables are jointly
significant (all at p<0.001) in the Cox model. Although in my case it makes
perfect sense that those six variables are associated with the outcome I
have a feeling that I am overfitting the data at hand.
I would appreciate any advice/comment.
Andre
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