ABSTRACT
This section describes how the Cox PH model can be extended to allow timedependent variables as predictors. The bulk of the material presented here is an abridged version of Kleinbaum (1996, pages 216−235). In addition, we lightly touch on the usefulness of the counting process formulation of the PH model. We describe how to reformulate, and reenter, a data set to match the counting process formulation needed to implement an extended Cox model properly using the S function coxph.
