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Cross terms and risk ratios - Cox Proportional Hazard
Oct 7, 2020 6:35 AM(101 views)
Hope you are all having a good day. I was wondering how I deal with cross terms and risk ratios in Cox Proportional Hazard models. For example, A and B are not significant, but A*B is. But in the output I only get the risk ratios for A and B. And there is no profiler which would have been my next step.
The addition of the interaction term to the linear predictor creates a model hierarchy of terms. We generally recommend that you maintain the hierarchy, so do not remove A or B.
I can't help with the limitation of not providing a profiler or a way to save the fitted model. You might check the Wishlist area in this Community to see if anyone else has requested it. If so, vote for it! If not, add a request.