Multivariable Cox Regression Analysis I would like to know if in multivariable Cox regression analysis there is a way to yield only models that include a variable of interest (and if no model is statistically significant to just answer that).
I am studying a cell phenotype. This phenotype "high" is associated with graft loss by the log rank test and in an univariate Cox analysis (versus phenotype "low"). I have 14 demographic variables also associated with graft loss as previously published.
Now I would like to explore multivariate models. But I am interested only on models that would include my phenotype variable. If no such model is statistically significant it's fine but I want to know. I have 15 variables including my variable phenotype so I would like to be able to test all models with 2 to 15 variables that include the variable phenotype.
Thank you for your help!

This strikes me as p-hacking, but I'm a stats novice so I could be wrong.
If you decide to move forward with this strategy, I would use the My.stepwise.coxph function in R where you can specify that you want a variable to be included in each regression using the argument in.variable.
Here's the link to the documentation:https://www.rdocumentation.org/packages/My.stepwise/versions/0.1.0/topics/My.stepwise.coxph
