On Wed, 3 Nov 2004, array chip wrote:
Thanks very much for the suggestion. still some quiestions. In your example of splitting the covariate into 6 time-dependent covariates (6 records per person), will the survival time and censored status be the same for each of the 6 records? If that's the case, how does the model know that each of the 6 time-dependent covariates corresponds to 6 consecutive time points?
No, it won't. This is what survSplit handles. If someone dies in the middle of year 4 they will have records
start stop event 0 1 0 1 2 0 2 3 0 3 4 0 4 4.5 1
and no record for subsequent years
I am thinking about create a dummy factor variable called "time" to indicate which time interval each patient's survival time is in. For example, if a patient's survival time is less than 2 years, then the dummy variable is 2, and so on for each patient. Then I specify a covariate x time interaction term in the Cox regression. I would assume the Cox regression will return a separte hazard ratio for each level of the dummy factor variable which corresponds to the hazard ratio of each year. Is this a reasonable way to do it?
No. This doesn't work unless you also split the records. The problem is that the person is labelled as dying in year 2 at every time point, but you only want to change the risk during year 2.
It is quite possible in principle to allow for arbitrary functional time dependence in a Cox model, but the R implementation doesn't. I have an implementation that does, but it's in Xlispstat.
-thomas
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