ABSTRACT
Let T denote failure time and x = (x(1), . . . , x(m))′ represent a vector of available covariates. We are interested in modelling and determining the relationship between T and x. Often this is referred to as prognostic factor analysis. These x are also called regression variables, regressors, factors, or explanatory variables. The primary question is: Do any subsets of the m covariates help to explain survival time? For example, does age at first treatment and/or gender increase or decrease (relative) risk of survival? If so, how and by what estimated quantity?
