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Can I compare models based on two grouping variables?

During his Advanced Mastering JMP Survival Analysis webcast, Jian Cao jiancao​ described how you can compare models based on two grouping variables, for example when modeling survival rates for participants in a lung cancer study.  He gave the example of cancer survival data on male and female subjects who did or did not receive treatments, where one would combine gender and treatment to create four variables: males who had treatment, males who did not have treatment, females who had treatment, and females who did not have treatment.  Then one could model and compare the models.

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