I am investigating covariate X for 8 cancer types which all have different survival rates and will possibly show different impacts of other covariates like age, sex etc. Therefore I will run 8 separate cox-ph regressions.
However, I doubt X will behave completely differently for each cancer type. If it has no significant effect for 6 types, that probably informs us it won't for the remaining two types and vice versa for a significant effect. So there should be a lower sample size than a regular power analysis * 8. But how can I incorporate this correlation to reduce the sample size?