I am trying to run a survival model using the Weibull approach, but the wrinkle is that I have time-varying covariates. I am using the survival package in R. My call is:
output <- survreg(Surv(start, stop, fail) ~ gdppc + [...] + cluster(name), data = mydata, dist="weibull")
which yields the following error:
Error in survreg(Surv(start, stop, fail) ~ gdppclag + : Invalid survival type
coxph procedure works fine, but I want to use the weibull.
My first question is: can the Weibull approach account for time-variant covariates? I've looked around at some texts, and I see that the Cox PH approach can be extended to time-variant covariates. It's less clear if the Weibull approach can do it.
Second, if indeed the Weibull can work, what are the packages in R that can process it?