Don't really understand your equations but. If X is the (random variable of) time of event, then the survival
S(x) = 1 - Pr( X < x ) has to be non increasing since: If t1 < t2. then S(t1) - S(t2) = Pr(X < t2) - Pr( X < t1 ) = Pr( t1 < X < t2) > 0 which means that S(t1) > S(t2). But you must not confuse this with the conditional probability of survival given the age. On Wed, Mar 19, 2014 at 10:41 AM, Zhiyuan Sun <sam.d....@gmail.com> wrote: > My question is related to a cox model with time-dependent variable. > When I think about it more, I get a little confused about > non-increasing assumption for survival probability for an individual. > For example, for a time-dependent ,say x, assuming increasing x > increases the risk of event. Assume,time t1 < t2. If at x at t1<< x > at t2, obviously, hazard at t1 will less than hazard at t2, assuming > no other covariaates. But is it possible that s(t2|x at t2) > s(t1|x > at t1), since at t2, an individual is at greater risk. This is kind > of confusing to me. > > Thanks for any helpful insights! > > Zhiyuan > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
