First I want to know how should I find out which covariates to stratify. I've been told to check the p-values in the stats after running coxphfit with no stratification. Those covariates which have p-value lower than 0.05 should be stratified. Is this correct?
Second, how do I actually stratify the covariates? The documentation says to offer name-value pair ('Strata', Gender) as input for the coxphfit, but what if my data is a matrix? Should I put 'Strata', X(:, 2) for example if I want to stratify the second covariate?