I am new to survival analysis. I have been lucky. I previously emerged desired models without using rcs()… Suppose I use four knots as an option of rcs(). Does the variable count as one variables or four variables in this case?
Four knots in a restricted cubic spline gives you 2 nonlinear terms so there are 3 terms in all. In terms of overfitting this counts almost the same as including 3 (linear) variables to compare against the effective sample size (number of observed events).
In this case, if I form an interaction term of a continuous variable with a categorical variable in the formula, then the additional variables are counted as number of levels - 1, like rcs(). Is the logic right?
Suppose only the interaction terms of some categories are statistically significant. Do we keep all the interaction terms of all the categories?
BTW, I some people believe that Survival Analysis is not different from a linear regression. Effective sample size is determined by number of events is sufficient to make it different from linear regression. Then the event is not a continuous variable.
You should keep all interaction terms or not have any. Yes you count one parameter per level of a categorical variable (after the first, reference, level) and k-1 parameters for an rcs with k knots.