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Cox Regression variable selection

Hello everyone, is there a way to select variables for Cox regression using a stepwise model in JMP? The stepwise regression model from the Fit Model only has a "Y" category, whereas for Cox-regression I would imagine that in order to choose the best variables I would need an option to add both a "Y" category (event), as well as an "X" category (Time to event)? If not would I put the event in for Y?

TLDR: Is there a model selection option for Cox-regression?

Analytics

Re: Cox Regression variable selection

I assume that you mean the Cox regression that assume proportional hazards. Click the button in the top right corner of the launch dialog and select Proportional Hazard for the fit personality.

The Y role is for the time to event. The Effects are the predictors / factors / features you want in the linear model.

A step-wise procedure is not available in this platform, though. Do you have a lot of effects to test?

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