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st: Choosing control variables in survival analysis

From   "Polis, Chelsea B." <>
To   "" <>
Subject   st: Choosing control variables in survival analysis
Date   Wed, 10 Jun 2009 14:04:22 -0400

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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