I found on this paper (D'Agostino, et al. 1990) that pooled logistic regression is close to the time dependent covariate Cox regression analysis.
I would like to be able to reproduce estimates obtained from a pooled logistic model with those from a time dependent Cox regression analysis.
My data looks like this :
A
id age female time0 time1 death
1 1 20 0 0 1 1
2 2 21 1 0 1 0
3 2 21 1 1 2 0
4 3 19 0 0 1 0
5 3 19 0 1 2 1
6 4 22 1 0 1 0
7 4 22 1 1 2 0
8 4 22 1 2 3 1
9 5 20 0 0 1 0
10 5 20 0 1 2 0
11 5 20 0 2 3 0
12 5 20 0 3 4 0
13 6 24 1 0 1 0
14 6 24 1 1 2 0
15 6 24 1 2 3 0
16 6 24 1 3 4 1
I tried to fit these 2 models :
glm(death~ age + female, data= A, family=binomial)
coxph(Surv(time0,time1, death) ~ age + female, A)
Estimates of the 1st model are :
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.65425 12.06138 -0.220 0.826
age 0.08814 0.61009 0.144 0.885
female -0.59971 2.17734 -0.275 0.783
Estimates of the 2nd model are :
coef exp(coef) se(coef) z p
age -0.140 0.869 0.622 -0.23 0.82
female 0.156 1.168 2.121 0.07 0.94
I dont understand why I get very different estimates with the 2 models (I also had the same problem with different datasets). Do you have any idea ?