I am attempting to extrapolate a Extended Cox Model (cox model with a time-varying covariate) from 6 years to 30 years in R. Is there a way to do this?
I have thought of a mediocre way of doing this: Plot two plots, one with the slopes from the KM curve for each year vs. time and one with the downward shifts of the KM curve for each year and fit a line for each plot. Use those lines to estimate the slopes and shifts for the years past 6. I am also not quite sure how to nicely code this in R.
Another idea is to repeat the hazard at year 6 over and over again. This would be an extremely conservative approach, but may get the job done.
I know this may not be the "fanciest" way of doing things. But, aside from fitting a distribution, I have run out of ideas.