Hello,
Is there a suitable metric that can be added for measuring auto-correlation of independent variables for Fit Parametric Survival, analogous to VIF for Fit Model? I know that VIF is based on linear regression (i.e., R^2) so may not directly be applicable for Fit Parametric Survival. However, is there a different way to measure auto-correlation among the independent variables used in Fit Parametric Survival?
Regards
Mehul Shroff