This question is based in this other question that I asked Cox Model and proportional hazards , but are different things.
What I did first is check for which variables the proportional hazards assumption is met, then I saw that all the variables violated the proportional hazards assumption. In this case the alternative that I have is use the stratified cox model.
I have the following variables
Group: 1, 2, ..., 9
Sex: 1 female and 0 male
Weight
Age
Before make the stratified cox model, I run the Cox model, and the only significant variable was Group. I did it manually using Collet's model selection and after that I used the step()
function in R, and the results are the same.
In this case I have just one significant explanatory variable, and this variable don't met the proportional hazard assumption. What I should do?