Parameters | Predictive Modeling | Use simple Cox Proportional Hazards function to filter predictors

Use simple Cox Proportional Hazards function to filter predictors
Check this option to use statistical testing with the Cox proportional hazards function to filter both continuous and class predictors one by one.
Note : The testing uses knowledge of the Time to Event Variable and Censor Variable , and only the predictors with the most significant tests are used for subsequent model building.
To Specify This Option:
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Refer to the SAS PROC PHREG documentation for more information.