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Feb 5 at 18:24 comment added hehe It seems a bit peculiar that censoring time will affect the marginal hazard ratio even with administrative censoring. Thanks again for all the insight.
Feb 5 at 3:24 comment added Thomas Lumley Yes, in some approximate way. The things that are actually averaged over time are differences in hazard: stats.stackexchange.com/questions/469639/…
Feb 5 at 1:50 comment added hehe Do we interpret the hazard ratio from fitting the marginal Cox model as the marginal hazard ratios averaged over time? given that the proportional hazard assumption does not hold.
Feb 5 at 0:09 vote accept hehe
Feb 5 at 0:09 comment added hehe Thank you so much! Yes, I was calculating those expectations and thought they were the marginal hazards. I did not realize the marginal hazards in this case change over time. It puzzled me for a whole day.
Feb 4 at 23:01 history answered Thomas Lumley CC BY-SA 4.0