Multiple testing cox proportional hazards model

[Chris Dane]

Hi everyone,

I'm running a cox proportional hazards model and testing multiple exposures. Instead of running each regression at a time, I would like to loop it and finally adjust for multiple testing. Has anyone here done this before and have a suggestion for the syntax? I've done something similar for a linear regression before where the generic syntax looked like this (without adjusting for multiple testing:

foreach x of varlist a-z {
`command' `y' `adjustfor' `x'
}

Would appreciate all suggestions!

Thanks,
Chris