I have a question regarding Cox proportional hazard models. I've been working with data with some time-varying variables and some that are fixed over time. In total 79 units are surveyed giving around ~ 8500 total observations. However one of the continuous variables doesn't conform with the proportionality assumption. I would like to stratify the model on this variable. However I'm not sure if I can stratify on a continuous variable, as one of the books I'm working with says you should factorize before, whereas I found other texts stratifying on continuous variables.
Does someone know if it is okay to stratify on a continuous variable?