I am using the coxph() function (from the 'survival' package) for a data
set that requires one of the covariates to be treated as time-dependent.
The issue is with this data set is there are some covariate values that are
missing at the time point when the event occurs.

For example:

Person A:

Day      time-dependent covariate         deathday          status

1          34                                                    6
               0

2          47                                                    6
               0

3          78                                                    6
               0

4          29                                                    6
               0

5          NA                                                  6
             0

6          NA                                                  6
             1



R throws out this event due to the missing time-dependent covariate at day
6. Is there a way I can keep this event without filling in a covariate
value at day 6?



-Phil

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