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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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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 which is described in details here. As I came to know that I was not considering structural changes and seasonal dummies and was building a simple ...
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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
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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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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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68 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
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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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Cox Model with time-varying covariates in mlr

I am using the mlr package in R to perform survival analysis. mlr includes the Cox Proportional Hazards Model (function coxph from library survival) as one of its integrated learners. As I understand ...
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How to model change in independent variable for Cox Proportional Hazards Model?

I'm interested in calculating a time to event model (Cox Proportional Hazards Model) and one of my independent variables has multiple measurements. I'm planning on using a time varying covariate for ...
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1answer
51 views

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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20 views

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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Predict malfunctionings with classifiers trained on truncated data?

I have an historical data-set of machines malfunctionings. I have data from different sensors, and a response variable of malfunctioning or not (1/0). I have difficulties in creating a classifier ...
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1answer
23 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 ...
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How is exchangeability related to covariate shift?

I understand that exchangeability refers to the notion that the order of data in a sequence does not affect the joint distribution of that data. In a sense, the current data we possess is from the ...
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1answer
51 views

Piecewise survival analysis?

I am trying to analyze time-to-event data (time to completion of a task). Looking at the KM curves, there is a distinct behavioral change around 12 months. This makes sense, because at 12 months there ...
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1answer
115 views

Repeated measures mixed model correlation between measurements

I am interested in looking at the correlation between two types of heart function measurements over time. test1 can be considered the true value. The true value (<...
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1answer
47 views

Survival Analysis on recurrent behavior time series predictor

We are trying to build a credit model to predict the default time (or finally closed the loans as censored). The predictor is a high-dimension time series of current observed previous payment behavior....
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1answer
188 views

Fitting a time-varying coefficient model in python [closed]

I have some data that varies with time and some that stays constant (e.g., location, race stay constant). Is it possible to implement a mixed time-varying coefficient model in python? What I mean is:...
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generalized additive model with nonstaionary dependent variable (time-series analysis)

I am trying to use gam model to analyze pm2.5 effect on death. However, the dependent variable 'death number' is not stationary. (the data is Time Series data) What I know is for Time Series data I ...
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Making use of time intervals in computing conditional probabilities in sequential data with time

I have sequential data X and a binary target y (which is the last event in the sequence). Each row represents a unique sequence of events with a label, 0 or 1. Potentially, I need to estimate a ...
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What plots and summary statistics are usually used for exploratory data analysis of multivariate time series?

For multivariate cross-sectional data, tools such as scatterplot matrices, the five numbers summary, faceted boxplots and so on, allow an efficient exploration of a new data set, and can suggest how ...
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Cox proportional hazards model with interval-censored data and time-dependent variables in R

My question is pretty clear. I am doing a survival analysis on data that is interval censored (i measure death at 7 year intervals), and I have time dependant covariables. After reading online, ...
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How to make predictions and subsequently validate the model using Cox time varying model using the lifelines library?

So, I am using this library to model the risk of customers unsubscribing to a service (with unsubscribed meaning event happened and subscribed meaning no event). This is the link to the lifelines ...
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67 views

Why are Weibull Results Different in R than in Stata?

I'm working with a time-series dataset that looks like the following: I want to run a survival model with a weibull parametrization, but I'm getting different results in Stata and in R. In Stata, ...
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21 views

Restricting Cox regression with time-varying covariate to specific calendar-time period only

I am analysing a cohort of individuals. These individuals are followed until death, emigration or end of the follow-up period. I am investigating the effect of a time-varying exposure (influenza-...
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1answer
122 views

Using SVM and Logistic Regression for survival analysis

I am trying to use SVM and Logistic Regression for survival analysis but I am not able to properly find the implementation in R or python? I was wondering if it was possible to predict whether a ...
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How Rain fall data series adjusted with % irrigated area in the locality in turn calculate production risk

I want to calculate the production risk based on rain fall data, both the variable is of time series data. we have % irrigated area also. if rain fall less area may be a irrigation by means of canal ...
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clearing up my thinking on longitudinal methods in applied machine learning

Although my graduate training is in econometrics (ABD FTW!), I spent a few years doing more heavily IT-related work before -- now -- transitioning to a data science-y role. Questions about using ...
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29 views

How to disentangle uniform scaling and time-series effects?

I have many fluorescence microscopy images of a living specimen, taken at varying microscopy settings (laser intensity, exposure). In order to compare the images to each other, I want to normalise ...
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2answers
118 views

Predicting recidivism for male prisoners [closed]

The following question takes ground in the this example with time varying covariates. The following code will read data from a url, parse it to the right format (allowing for time varying covariates) ...
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30 views

Has a distribution changed over time (by category)

I have information on percentage spending on 5 household categories (food, clothing, shelter, entertainment, education & sport, other) for all families in a county in 2005. I have the same ...
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116 views

Predictive model with time-dependent predictors

I am working on a project to predict whether undergraduate students will return for their 2nd semester. I would like to make initial predictions for incoming students based on predictor data available ...
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bias from aging in a cox regression with time dependent covariate

I am trying to analyse a population cohort with every person followed-up after their 50th birthday until some health related event. Exposure can happen at any time after the 50th birthday, so I have ...
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1answer
69 views

How do I write a state space model and how do you find the unknown parameters of phi, mu, and matrix A$_t,$ along with covariance matrices Q and R?

Consider a system process given by $x_t=-0.9x_{t-2}+z_t$,$t=1,2,…,n$ with observation $y_t=x_t+v_t$ where ${z_t}$ and ${v_t}$ are independent white noise with variances $σ^2$ and $σ_v^2$. Assume ...
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including the same variable as a time-varying and time-invariant covariate in MLM

I am wondering if the same variable can be used as both Time-varying and time-invariant in the same GEE model. The data set includes: DV - a proportion of young employees in an organization Another ...
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1answer
98 views

KM survival time transfer function in Cox reg

I have a binary risk factor that can change value over time. I corrected the data using tmerge(). It turns out that the risk factor loses its effect over time. ...
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20 views

How to model time series where some Xs are time-variant and some are not

I am looking for a good approach to doing a regression-type model in which some of my X variables vary over time and some do not - i.e., Yit = A + B1*X1t + B2*X2t + B3*X3 Obviously if I do a ...
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How to model LCGA with time-varying covariate

We have the following data set that contains: Variable $X$ - measures a proportion of young employees in an organization Variable $Y$- measures a proportion of young managers in the same ...
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1answer
44 views

Looking for techniques to understand the impact of a discrete events (interventions) on a continuous response variable in time series

I am trying to model the effect of one or more discrete interventions (e.g., taking a pill, attending therapy) on a continuous outcome (e.g., pain level of a patient over time). The features are ...
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1answer
139 views

A Hidden Markov model with covariates in the transition probabilities

I would like to construct a Hidden Markov model with data about online customer journeys. A well-known concept related to the customer journey literature is the sales funnel. Consumers walk through ...
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4answers
247 views

Regression model with time-varying covariates and fixed y

I want to fit a logistic regression model for discriminating between two groups (Control and Cancer) and one of my covariates is measured in five different times (it's a curve with concentrations of a ...
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1answer
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Accounting for person-time exposed in a binomial GLMM

I have a large data set where we have 5 calendar years data for each person, and we have information about the number of outcomes (taking values 0,1,or 2) each year. We have to account for the ...
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3answers
197 views

Can we perform matching on post-treatment variables?

I want to match followers of some seed accounts with some random users on Twitter based on observed covariates using the coarsened exact matching method. My goal is to test whether following those ...
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1answer
412 views

Formatting data for Cox PH with time-dependent covariates

I was hoping for some guidance on the appropriateness of my modeling approach to the following problem. Problem: I'd like to know whether the days receiving nutrition support (cumulative days on ...