chapter  5
18 Pages

More on Cox Regression

WithGöran Broström

This chapter introduces necessary and vital concepts like time-dependent covariates, communal covariates, handling of ties, model checking, and sensitivity analysis. The covariate civil status is an explanatory variable in a mortality study, which changes value from 0 to 1 at marriage. Marriage status may be interpreted as an internal covariate, that is, the change of marriage status is individual, and may depend on health status. For instance, maybe only healthy persons get married. Generally, the use of time-dependent covariates is dangerous, and one should always think of possible reversed causality taking place when allowing for it. Communal covariates are covariates that vary in time outside any individual, and are common to all individuals at each specific calendar time. In the econometric literature, such a variable is often called exogenous. A new variable, foodprices is added, and each individual’s duration is split up in one-year-long intervals. This is how foodprices is treated as a time-varying covariate.