Dear Statalisters,
I am doing a survival analysis, which uses multiple records per individual to incorporate
time-varying exposure information.
I plan on building two multivariate Cox regression models: (Model A) includes potential
confounders based strictly on statistical significance, and (Model B) includes those variables
plus others I think should be included based on theoretical concerns or comparability to previous studies.
I have been including a variable in Model A if a variable is associated with my dichotomous
exposure (in chi2 tests) and time to event (in univariate Cox regression).
However, I am not sure whether to include it in Model A if it is NOT significantly associated with
time to event in Cox regression, but IS significantly associated with having HAD the event in a
chi2 test?
Your thoughts would be much appreciated.
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