[R] time dependency of Cox regression

Frank E Harrell Jr f.harrell at vanderbilt.edu
Wed Nov 3 02:55:08 CET 2004

array chip wrote:
> Hi,
> How can I specify a Cox proportional hazards model
> with a covariate which i believe its strength on
> survival changes/diminishes with time? The value of
> the covariate was only recorded once at the beginning
> of the study for each individual (e.g. at the
> diagnosis of the disease), so I do not have the time
> course data of the covariate for any given individual.
> For example, I want to state at the end of the
> analysis that the hazard ratio of the covariate is 6
> at the beginning, decrease to 3 after 2 years and
> decrease to 1.5 after 5 years.
> Is this co-called time-dependent covariate? I guess
> not, because it's really about the influence of the
> covariate (which was measured once at the beginning)
> on survival changing over time.
> Thanks for any input.
You might try a log-normal or log-logistic accelerated failure time 
model.  These models dictate decreasing hazard ratios over time for 
baseline covariates.
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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