Solved – How does Cox proportional hazards model deal with time-dependent variables

rsurvivaltime-varying-covariate

When considering time dependent data in survival analysis, you have multiple start-stop times for an individual subject with measurements for the covariates. If each season has a different size (for example: repr=90 days,post_r=5,winter=23), the probability of an individual dying in repr it's largest.

How does the Cox model deal with different sizes of time intervals?

I'm using coxph() in R. Here's an example:

subject | start   | stop   | event  | season    |  
--------+---------+--------+--------+-----------+  
1       | 1       | 90     | 0      | repr      |  
1       | 90      | 95     | 0      | post-r    |  
1       | 95      | 118    | 1      | winter    |  
2       | 1       | 23     | 0      | winter    |  
2       | 23      | 113    | 0      | repr      |  
2       | 113     | 118    | 0      | post-r    |  
2       | 118     | 141    | 1      | winter    |  

Best Answer

Within categories of the covariates there will be a calculation of the cumulative hazard as a function of the time from beginning of the observations, summing intervals until either an event or a final censoring. As an example with your data, the "winter" intervals had two entrants with three intervals and 2 events, first of which was at 118-95 time units for subject 1 and the second of which was at (21-1)+(141-118) units for subject 2. So the cumulative hazard function would be a step function within that covariate would rise to 50% at t=23 and 100% at t=43.

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