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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21 views

How to determine the influence of a variable on the relationship between another two variables?

I have three continuous variables X, Y, and Z in the form of timeseries at several geographic locations. All variables have a skewed distribution because the timeseries mostly have zeros in them ...
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how to prepare time to event value in case of longitudinal data for Survival Analysis

I have longitudinal transaction data of a retail store where each row is a transaction done by an individual. I would like to perform a survival analysis to analyse how long a customer will transact ...
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Interpreting HRs from stratified cox survival analysis in R

In the R code below, binary_variable_2 has two levels (e.g. "a" and "b"). The code outputs only one HR for ...
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Cox PH regression predictor with odd Schoenfeld residual plot

I'm running a time-varying Cox regression, and I tested to ensure the Proportional Hazards assumption is not violated. The test shows a possible violation with two covariates ($p<0.05$), but on ...
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How do I estimate time specific unobservable variables with panel data?

I have a problem that deals with human capital. I assume that wages $W_{it}$ are determined by the level of human capital $K_{it}$ and the market clearing rental rate that applies to all workers $R_{t}...
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28 views

Cox proportional hazards with left-censored time-dependent covariates

I'm doing statistical analysis on a cancer study. My specific dataset contains id, various co-variates such as age, sex, metastatic burden, etc. and time to event data for overall survival I want to ...
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18 views

Time Varying Subject Effect in R

I'm trying to model the following in R: y ~ subject_effect + test_conditions_effect + random_variance Where: subject_effect = ...
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27 views

How to interpret interaction effect of two time varing predictors in mixed effect model

I am interested in the effect of a time varying variable on symptom change over time. Simple example: i estimate in a mixed effect model the interaction between time varying predictor X and ...
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19 views

Input with variable length Classification problem

I have a dataset with patient information with discrete labels (labels are stages of a particular disease) which needs to be predicted (Basically a classification problem). The data set looks ...
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What is the right model structure for spike-and-diminish feature?

I am asked to build a model for detecting anomalies/monitoring the usage of some machines. The x-axis is time in minutes, and the y-axis is the resource usage of a machine (you can think of something ...
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38 views

Time varying Cox regression, adding in a mixed effect for patient

I've been reading a lot of vignettes and literature on how to approach repeated-measures longitudinal data with time varying components for the purpose of time-to-event or survival analysis. The ...
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43 views

Cox Proportional Hazard model (Time dependent covariates) in R

I'm doing a survival analysis using the cox proportional hazard model. I have time dependent covariates so In order to encode time-dependent covariates I used the (start, stop] form of the model ...
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How to best analyse intensive longitudinal data with time-varying moderators?

I'm struggling to find an appropriate way to analyse the model attached with the given data situation (see below). I would appreciate to hear some of your ideas on how to tackle this (and, if ...
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compare time series of different treatments (with pre- posttest data)

I'm having a bit of trouble analyzing some time series for my research project. I have 6 plots in a field, and each plot has 2 water content sensors that measure every 30 minutes. I collected data ...
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Time varying treatment and PSM

I am trying to create a control group using Propensity score matching for the panel dataset. The issue is that treatment is time-varying. I've read that data can be reshaped as wide format. or ...
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From which time point should data for time-varying covariates be pulled for right-censored observations in a Cox regression?

I am using a longitudinal survey panel as my data source to run a Cox regression. The survey is administered biannually. Based on some previous research, the number of children in the household is ...
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Adjusted survival curves for cox model with time dependent covariate

I have found two ways to get an adjusted survival curve from a cox model with time dependent covariates (A and B). I am wondering which one (or if I am completely wrong how?) would be the appropriate ...
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23 views

Predictive Modeling on Observations Whose Features Change Over Time

The problem I'm hoping to get some input on is I have a set of observations with associated features and the outcome is whether they convert or not. That said, I acquire additional information about ...
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Implementation and interpretation of time-varying covariates/predictors and their interaction with time in linear mixed effects model

I have a longitudinal design, where we are interested in the relationship between clinical symptoms (continuous data) and brain data (also continuous) both measured over two timepoints. As we have a ...
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logistic regression with time as continuous variable and a categorical time period?

I am trying to form a regression where I know the data varies by time, but there were also two pieces of legislation that were passed that influence the behavior and therefore "split" my data into ...
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36 views

Linear Mixed Effects Models - Time dependent covariates with irregular sampling

I've been looking at using a linear mixed effects model to describe the change in a biomarker $y$ over time in a large number of people over a time period $T$ (measured until an event happens). I want ...
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1answer
39 views

removing observations (not id's) from a Cox PH model with time-varying covariates

I use a Cox PH model with time-varying covariates using the Survival package in R. I am mainly interested in how changes (or shocks how I call them) impact the time the patient stays alive. I have ...
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29 views

Time-dependent variables in Cox regression

I've been learning how to code time-dependent covariates in R for Cox regression, but I am running into a problem that I haven't been able to find the answer to. So say we have a data set: t2censor=...
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Is this approach the right one in Cox with time-dependent covariates in R?

first of all I would like to thank you for reading my post. Then let me describe my situation: I'm trying to develop a Cox model with time-dependent covariates. I have a dataset of patients with ...
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38 views

Estimating age group specific hazard ratios from cohort data with left and right censoring

Background on the data: I have a dataset from a cohort of hundreds of thousands of individuals. Variables of interest included are: age at start of follow-up, disease endpoints, age at endpoint or ...
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1answer
62 views

Mixed effects modeling using R with time varying predictors

I have a data set where the response (dependent) variable measured only at a single time point. However the predictors can be both longitudinal as well as measured at a single time point. Here is an ...
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Can endogeneity problem be ignored in time series regression?

I have two questions regarding the endogeneity issue in linear regression Question 1 Endogeneity is a common problem in the linear regression models, but I came across many cases where it is ignored ...
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25 views

Suitable prediction model for data with longitudinal and time invariant predictors

I have a data set that obtained from a study that conducted at multiple time points(waves).Basically there are 4 waves. I used the data from first 3 waves to obtain the predictors and the response (...
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1answer
81 views

How do you include change in a variable over time across participants within a GAMM framework?

I am really struggling with trying to understand how to specify a GAMM model that predicts Y from the changes in two variables X1 and X2 over time across multiple participants over a varying amount of ...
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33 views

Data preprocessing for dynamic linear regression

In DLM, what kind of preprocessing should be done before fitting the model? $$Y_t = \beta_t'X_t+\epsilon_t$$ $$\beta_t = \beta_{t-1}+\eta_t$$ Should I transform both $Y$ and $X$ into stationary time ...
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28 views

How to interpret time-dependent covariate in Cox regression with SPSS?

I'm struggling to find information on how to interpret time-covariate interaction and the main effect of the covariate when both the main effect and interaction are statistically significant. Can I ...
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28 views

Need help in understanding the results of function survfit, from package rms, on cox proportional hazard model with time-varying co-variates

I have developed a cox-proportional-hazard model with fixed and time-varying covariates. Due to the time-varying covariates, I have adopted the (start, stop] coding as described in the survival ...
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1answer
36 views

Prop. score matching with subsequent time-varying exposure

I'm running basic propensity score matched cohorts and running a typical "intention-to-treat" analyses in patients with dementia, estimating mainly effects of treatment on e.g. mortality. Patients are ...
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How can I separate the common from the idiosyncratic in a related group of time series?

Strictly by coincidence, I have two problems at the moment with quite similar structure, though they arise in very different settings. I suspect this is a well-known problem with a named solution, ...
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16 views

Time-dependent variable with varying delay between measures?

I would like to assess the association between a time-dependent variable, measured at different intervals in several subjects, the intervals being different between each subject and each measures, ...
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32 views

Predicting in Cox’s time varying proportional hazard model (theoretically as well as using Python)

Are there any ideas on predicting the remaining lifetime (say at time $t_0$) in Cox’s time varying proportional hazard model? Im interested in theoretical ideas as well as practical ones for the ...
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34 views

Using time dependent covariates in Gamma frailty Cox model

I have a dataset with repeated episodes per individual, trying to determine factors associated to the outcome of interest. I am planning to use a gamma frailty Cox model to account for intra ...
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36 views

Handling look-ahead bias while training

A lot of real-life transactional/CRM applications are not careful in creating snapshots of the data (historical data) for the model to learn from. Imagine a typical example of predicting the ACV ...
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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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1answer
58 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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1answer
32 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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1answer
165 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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1answer
72 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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81 views

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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36 views

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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53 views

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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