Two thoughts. First, prediction with time dependent covariates is always an issue. If you had unemployment as a month-by-month time-dependent covariate in the first model, then for prediction you will need to provide a month-by-month future unemployment scenario. Doing this is easy in the code, but how to choose which scenario is "relevant" and/or "interesting" is hard. See section 10.2.4 of Therneau and Grambsh for more discussion. Second, I think your time intervals will be ok. Given what you know now, the question is "will there be failure in the next 24". I'd think of "the next 24" as the time scale, and not a particular slice of calander time such as "1/1/2003 - 1/1/2005"
Terry Therneau ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
