Skip to main content
Cross Validated

Return to Question

edited tags
Link
EdM
EdM
  • 101.5k
  • 11
  • 102
  • 303
Notice removed Draw attention by jmuller
Bounty Ended with Yuval Spiegler's answer chosen by jmuller
edited body
Source Link
Paul
Paul
  • 11.1k
  • 3
  • 30
  • 56

I have previously had experience only with Cox PH model and its assumptions checking. Now for the first time I have my clients data with most of the covariates varying in time, only a few are fixed valued. I did set it up in start/stop format and I have also fitted some models, but cox.zph is showing very small p-values. My understanding is, that extended Cox model is not a PH model. Do I even need the cox.xphzph test for time-dependent variables? Or when including fixed covariates, then would I need to see large p-values for those or not?

I have previously had experience only with Cox PH model and its assumptions checking. Now for the first time I have my clients data with most of the covariates varying in time, only a few are fixed valued. I did set it up in start/stop format and I have also fitted some models, but cox.zph is showing very small p-values. My understanding is, that extended Cox model is not a PH model. Do I even need the cox.xph test for time-dependent variables? Or when including fixed covariates, then would I need to see large p-values for those or not?

I have previously had experience only with Cox PH model and its assumptions checking. Now for the first time I have my clients data with most of the covariates varying in time, only a few are fixed valued. I did set it up in start/stop format and I have also fitted some models, but cox.zph is showing very small p-values. My understanding is, that extended Cox model is not a PH model. Do I even need the cox.zph test for time-dependent variables? Or when including fixed covariates, then would I need to see large p-values for those or not?

Tweeted twitter.com/StackStats/status/784338998743400448
Notice added Draw attention by jmuller
Bounty Started worth 50 reputation by jmuller
Source Link
Finance
Finance
  • 111
  • 1
  • 1
  • 3

Extended Cox model and cox.zph

I have previously had experience only with Cox PH model and its assumptions checking. Now for the first time I have my clients data with most of the covariates varying in time, only a few are fixed valued. I did set it up in start/stop format and I have also fitted some models, but cox.zph is showing very small p-values. My understanding is, that extended Cox model is not a PH model. Do I even need the cox.xph test for time-dependent variables? Or when including fixed covariates, then would I need to see large p-values for those or not?