Greetings all. I have been invited to contribute to a research project using Cox regression to evaluate association between a target variable and hard clinical outcomes. The research team is proposing sequential Cox models, with each adding additional variables. I haven’t seen anything about model fit or choosing the most appropriate model for the data. As a non-statistician, I would love this groups thoughts on this approach to observational (“real-world”) data analysis including resources where appropriate.
Thank you in advance.