On 12/23/2014 05:00 AM, r-help-requ...@r-project.org wrote:
Dear all,
I'm using the package "survival" for adjusting the Cox model with multiple
events (Prentice, Williams and Peterson Model). I have several covariates,
some of them are time-dependent.
I'm using the function"cox.zph" to check the proportional hazards. Due to
the nature of the time-dependent covariates, I don't need to analyse the
assumptions of the proportional hazards associated with the
time-dependent covariates. Is it right?
?Thanks for your attention.
Best regards,
Helena.
Wrong.
The PH assumption is that the same coefficient b for a covariate applies over all
follow-up time. The fact that the covariate itself changes value, or does not change
value, over time has no bearing on whether the assumption is true.
Now it may often be the case that risk is related to current covariate values, and a Cox
model using baseline values fails just because the covariates are out of date. So PH
might hold for the updated (time-dependent) covariates and fail when using baseline
values. This is a very study specific situation, however.
Terry T.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.
