I have a time dependent cox model from 2018 to 2020. Running the cox model, I can look at survival probabilities from time0(month 0) to time24(month24) for each individual observation. Great!
Now, I actually want to get the survival probabilities up to time60 (5 years out). Does survival analysis allow me to predict that far out, or do I actually need to train my data on observations that last 5 years?
I'm using the survival package
data2<- tmerge(data, data, id=Policy_Number, tstart=0, tstop=24)
fit.data2<- coxph(object ~ var1+var2+var3+var4, data = data2)
fitresults <- survfit(fit.data2, newdata=data2)
Initially, I thought I can just replace my tstop to 60, but since my original data has tstops only up to 24, it will error out