I am looking into how differing brain tumor genetics affects patient survival. I have a gene dataset with around 4600 predictors. Now I calculated a cox proportional hazards model using the implementation of the R survival
package for each of these predictors, to see how they interact with patient metadata such as age, sex, and others.
I identified several genes this way that are good predictors for overall survival, but I have a feeling that I should correct for this repeated testing. Which methods should I use? Bonferrioni seems very conservative for my use case.