set_strat makes group indicators based on model_options$X_reg_*
set_strat(X, X_reg)A list with following elements:
N_group The number of groups
group A vector of group indicator for every observation
A data frame of covariates
The vector of covariates that will stratify the analyses. These variables have to be categorical.
the results from this function will help stratify etiology or FPR for different strata; the ways of stratification for etiology and FPR can be based on different covariates.