Questions tagged [time-varying-covariate]

A variable that records something about a study unit in a longitudinal study that changes over the course of the study.

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What does it mean when there exists a treatment group by time effect?

In longitudinal analysis, mixed-models, gee, what does it mean when there's a group by time effect as opposed to only a time effect and treatment group effect? What does treatment group effect signify ...
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SARIMA Mathematical model (1,1,2)(0,0,1) period 4

I need help writing a SARIMA model I have obtained mathematically. My model is ARIMA(1,1,2)(0,0,1) period 4. I am really confused about it. Also, can you tell me how the formula will look like for ...
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27 views

How to control for within-subject covariate in a single-arm, mirror image study design?

I have a mirror image study which consists of one group of subjects, and they have a measure before and another measure after an intervention. Depiction: Single group: Measure#1 -> (Intervention) ->...
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Time-to-event analysis when having panel data

Right now I'm starting a project where panel (time-stamped) data should be used to predict time-to-event (in this case time until death of certain player). Data consists of ID, multiple time-dependent ...
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22 views

Time Series As Independent Variables

I am trying to build a model where both dependent and independent variables are time series some of which may not be stationary (this can apply to both types of variables). My first port of call was (...
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80 views

Interpretation and Prediction in Longitudinal Models with an Interaction between a Time-Varying Predictor and Time Itself

I am trying to develop my intuition about how to interpret an interaction between a time-varying predictor and time itself. I have several years of routinely collected outcomes data from a drug and ...
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44 views

Interaction of Time-Varying Predictor and Time: How its inclusion changes the meaning of coefficients

I am interested in how an interaction between a time-varying-predictor and time changes the interpretation of other coefficients in a model. I am modeling the effect of amphetamine-type substance (...
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Ways of modeling the same variable as both a time-invariant and time-varying predictor

This question has been asked and not answered before here. I am building a model attempting to predict heroin use over time in patients based on their use of amphetamine-type substances (ATS). ATS ...
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Can Time Varying Coefficient models with a Kalman filter approximate any non-linear function?

I read that Time Varying Coefficients (TVC) models with non-parametric methods can approximate any non-linear function. This is from "Non-Linear Models: Where Do We Go Next - Time Varying Parameter ...
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Why my covariate in a glm give me NA as a result? [duplicate]

I have mammal track data collected monthly from 5 different trails -whit different lengths- for two years. I want to know if there are specific trails that have more species and if that differences ...
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How to normalize users' response times to questions?

A group of users is given a set of 18 simple questions of two types in random order. From many experiments, I know that the response time decreases roughly exponentially. Following is a typical ...
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ROC for time-varying covariates in ddhazard model?

i want to draw ROC for ddhazard model. I have tried risksetROC package. But i am unable to get predictors for my model. here is the code: OBTAIN A LINEAR PREDICTOR predict1<- predict(ddfit1,type =...
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Simulating survival data for a Cox model with a dichotomous time-varying covariate in R

I am interested in simulating non-proportional data following the formulation in Section 3.1 of the article: [Generating survival times to simulate Cox proportional hazards models with time‐varying ...
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34 views

Same results using time dependent covariates in Cox model as in unadjusted model?

I encountered a case where the coxph model result is exactly the same with and without time dependent covariate adjustment. I tested using the Stanford heart transplant dataset (jasa) as exampled in ...
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unknown parameters α0 and co-variance matrix Q using EM Algorithm for ddhazard model

I am working on panel data with catagorical variable as independent and 6 explanatory variables. sample years are 1992-2018(27).total number of firm-year observations are 33946. I want to know the ...
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81 views

cross validation, panel data, split

I want to split my panel data with time varying covariates into 90:10 ratio. I want each entity either in training or testing set rather than in both sets. Which code should I use? ...
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time varying covariates, ddhazard, bankruptcy prediction, shumway

I want to use shumway simple hazard model to predict bankruptcy. I am trying to use ddhazard to fit my data which includes time varying covariates. This is how my ...
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34 views

Time series plot with more granularity at present time [closed]

How can i plot realtime timeseries data in a exponential interval.. I mean older data with less granular time scale and present data at higher granular time scale? Any inputs plz
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When to recenter the time-variable?

When doing longitudinal data analysis, when is it a good idea to center the time-variable so that time point zero is no longer time point zero?
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1answer
158 views

Time varying covariates in longitudinal mixed effect models

I am looking for some help with my analysis of longitudinal data with time-varying covariates. I am planning to use R and the lme4 package. However, I am happy to use Stata also. I am interested in ...
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Interpretation of functional regression models for scalar response

I have an application scenario in which I want to determine a single outcome from the course of a series of measurements. I decided to give functional regression a try, so I read and ran the example ...
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Strategies for analyzing the functional relationship between two time series?

Suppose we have time-dependent survey data about name recognition for a political campaign. We're interested in learning how campaign spending effects that name recognition. My interest is in ...
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Is it appropriate to adjust a Cox regression model for the baseline year when using data from open cohorts?

I was wondering whether it is correct to include baseline year as additional covariate in a Cox regression model when using data from an open cohort. I will try to give an example to make this clearer:...
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In a repeated measures model where assessments are performed over time, should baseline data be excluded if baseline covariate is used?

In a model where subjects are evaluated over time and a baseline (time=0) covariate is used (eg, ...
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Model (regression) stepwise function (time-varying variable) for several observations

For each observation, we have a plot like this: where the x-axis is the time and the y-axis is the value of interest. For each observation, the time of the jumps can be different, as well as the ...
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Recurrent Survival Analysis with Time Dependent Covariates

I am analyzing the time (since 2000) of a policy adoption using R. These policies can be updated and so I think a recurrent Prentice Williams Peterson (PWP) model is appropriate. The challenge is that ...
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Interpreting a hazard ratio for time-dependent coefficients

I have a cox model with two main effects (x,y) and two interaction terms (xt, yt) where t is time. I am having some trouble interpreting the hazard ratios. Does the hazard ration become more of an ...
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108 views

Age as a time-dependent covariate

I have some confusion around time-dependent covariates / coefficients. I'm trying to run a cox regression with age as a time-dependent covariate. Lets say the variable is age-at-first-drivers-license (...
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How to conceptualise Hierarchial m-state time-event model with multiple absortion states;non exclusive states

I am designing a clinical study to investigate factors modifying the relationship between toxin exposure and its consequences. Since the original work is sensitive, I share an identical scenario. ...
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Logistic regression with repeated mesures and unique outcome

I have one independent continuous and time-dependent variable X, repeatedly measured (from 1 to 4 times) in different patients during some period of time. My dependent variable Y is binary and is ...
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1answer
32 views

Simple elaboration on Joint Models' linear equations/trajectory functions

I have been struggling with grasping the intuition behind joint models, and I hope someone can elucidate a particular aspect of theirs. Joint models, first of all, are essentially combinations of ...
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84 views

Survival analysis: how to account for immortal time with time-dependent exposure

I am working on a survival analysis to look at time to preterm birth (birth before 37 weeks). I have a time-dependent exposure that can occur anytime at or after 28 weeks, defined using a heaviside ...
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1answer
47 views

Checking PH assumption for a time dependent (T_COV) variable in a Cox PH-regression: with or without the original covariate in the regression?

I am performing a cox proportional hazard regression on survival, in a sample in which almost everyone dies in the follow up period. I have little knowledge on statistics in general but i am reading ...
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Predict value based on independent values and time [closed]

I want to use Python to predict a value of a chemical reaction. As an input I have time units (0,2,4..) and the concentrations of 2 solutions. As an output I have a chemical measurement. As an ...
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1answer
113 views

Survival analysis with time dependent covariates and non-proportional hazards in R

I am attempting to do a survival analysis which will examine the effects of both rainfall (a time-dependant variable) and altitude on nest survival in a species of wasp found in NW Ecuador. I have ...
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Survival Analysis: Time-Varying Covariates, Predictable Process in Real Life

In classical survival analysis, in Cox regression, we assume that the hazard takes the form \begin{align} \lambda(t)&=\lambda_0(t)\exp(\beta^T z(t)) \end{align} Where $\lambda_0(t)$ is the ...
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How to add the effect of structual change points (level shift, local time trends, changes in seasonal pulses ) in ARIMA IN PYTHON?

I am working on a time series forecasting problem.As I came to know that I was not considering structural changes and seasonal dummies and was building a simple ARIMA that was causing a very poor fit. ...
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Including Time Invariant Covariates in a Random Intercept Model

Let us say we have a random intercept model for $n$ individuals $$y_{i,t} = x_{i,t}'\beta + \alpha_i + \epsilon_{i,t} \hspace{35pt} i = 1,...,n$$ where $x_{i,t}'\beta$ is a set of time variant ...
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how to model with non-binary time-varying covariates

I've been looking online for resources but to no avail, wondering if anyone could help. Our study is a 4 year longitudinal study looking at teachers' Lesson study experience's impact on students' math ...
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Interpretation of Cox time-varying covariate

I have fitted the Cox model with time-varying covariates and the results are here where gdp_time is time-varying covariate. and here are the values for gdp_time time1 = 0, time2 = 1, time3 = 0. ...
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What is the difference between covariate and confounding variables?

What do covariate and confounding variables have in common and how do they differ? And what are their specific effects in causal inference? (in statistics and causal inference)
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What is the best calculation method to account for individual change, volatility, observation windows and time decays in time series data? ARIMA, ETS?

I am looking at applying a theoretical best calculation method to some particular time series (ts) data. Ideally the calculation method would encompass relative change in individual ts, volatility of ...
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1answer
23 views

How to determine earliest point of change in repeated cross sectional study?

I have an experiment where animals are exposed to a temperature change and then a continuous response variable is measured at set time points after the change. I have a baseline, 8 hours after change, ...
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2answers
595 views

GEE vs mixed model for time-varying covariate

Assuming the attached dataset, I am looking to examine whether participants who are treated are more/less likely to have high addiction severity compared to non-treated. Both treatment and high ...
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145 views

How to solve a classification problem when the independent variables/covariates/feature vectors form a time series?

Say we've a time indexed sequence of feature vectors/covariates/independent variables $x_t$ at time $t$. Say also we've a corresponding time indexed sequence of variates/dependent variables $y_t$. Now ...
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1answer
25 views

Difficulty working out which statistical test to perform [closed]

I am writing a research paper looking at how reported PTSD scores vary in those who have lost a loved one to homicide. I am investigating whether there is a difference in the scores at different ...
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Time dependent variable in survival analysis using Cox regression

Trying to determine how to analyse a time dependent variable (rainfall) in a survival analysis. Two rows of example data for animal A and animal B as below: Each value next to the animal represents ...
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How to validate(with sample-split data) and calibrate Cox model with time-dependent covaraites?

I am building 2 cox models: Without time-dependent covariates With time-dependent covariates. 1.The first model (without time-dependent variables) as specified below in R works fine and I have no ...
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Time dependent variable (daily rainfall) in a cox survival analysis

I'm trying to analyse the effect of rainfall (a time dependent variable) on animal survival. In order for an animal to be measured as 'survived' in my study it needs to be found for a minimal period ...
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42 views

Survival Analysis Time Dependent Variables

I am currently learning Survival Analysis for a project and I struggle a bit with the notion of Time-Dependent Covariates. Let's take the following example: I would like to know what is the ...