Multicolliniarity issue in a Cox Proportional Hazard Model
Hi Everybody, I need help to understand and address the following issue. I'm building a model to predict the development of cardiovascular disease in a cohort. I’ve included two variables that are correlated with each other (R² = 0.83). When I include both in the model, one of them flips direction—it becomes protective instead of a risk factor. But when I include each variable separately, both...