# 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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### Test if people drop out or decrease bets after repeated losses

I have data on a series of winning and losing bets over 5 rounds of betting with attrition after each round. I am using a decision tree like the following to display the data. The nodes towards the ...
3k views

### How to generate survival data with time dependent covariates using R

I want to generate survival time from a Cox proportional hazards model that contains time dependent covariate. The model is $h(t|X_i) =h_0(t) \exp(\gamma X_i + \alpha m_{i}(t))$ where $X_i$ is ...
1k views

### Is there a way to allow seasonality in regression coefficients?

Say I have a time series, Gt, and a covariate Bt. I want to find the relationship between them by the ARMA model: Gt = Zt + β0 + β1Bt where the residual Zt follows some ARMA process. ...
7k views

### How to use time dependent covariates with cox regression in R

I don't know how to generate time dependent covariates in R for use cox regression. I know you need to reorganize your dataset into intervals between event times. This I believe I can do with the ...
1k views

### Time Varying System Matrices in Kalman Filter

Kalman filter can accommodate time varying system matrices. Equations to run the filter are the same and it preserves its optimality under linear gaussian model. My question is the following: Can ...
707 views

### Does the proportional hazards assumption still matter if the covariate is time-dependent?

If I estimate a Cox Proportional Hazards model and my covariate of interest is dependent (continuous or categorical), does the proportional hazards assumption still matter? I recently went to a ...
506 views

### What Survival Analysis Model Should I Use?

I'm sorry if this question is too broad for this board. I'm trying to figure out a survival model for my data. Right now I have it organized by country, year, "cur" which is my main IV, and event. I ...
60 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 ...
651 views

### Testing residuals from a cox model with time dependent covariates

I'm doing survival analysis with time dependent covariates, using the counting process style. I already have a set of models and I want to test de residuals. I'm having trouble with the lack of ...
678 views

### interval censored survival analysis with time dependent covariates

I'm working on a long-term, large tree data set from Africa. I have data on the same set of individuals from year 2006, 2008, 2011 and 2015. The data consist of tree status (alive/dead) at each time ...
950 views

### Time varying predictors at higher aggregation levels in multilevel survival analysis

The case: I am trying to estimate event history models (also known as survival models) with time-varying predictors at two different levels of (geographical) aggregation. More precisely, I am using a ...
247 views

### Ensemble learning with time-varying covariates and effects

We are interested in replicating several duration studies in the literature using ensemble learning methods. After some experimentation, we opted for random survival forests (Ishwaran et al. 2008) for ...
343 views

### Does the Cox proportional hazards model process past values for time-varying covariates?

I am currently working on a survival analysis project and am struggling regarding the inner workings of the coxph function of the ...
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### 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 ...
2k views

### Proportional hazards assumption and time-dependent covariates

Is there a way to check that the proportional hazards assumption is correct for a Cox model with time-varying covariates ?
2k views

### DLM package, issues about specifying models with time-varying coefficient

I've been working on DLM package for the past few weeks. I've read the package manual and the paper written by Petris "dlm: an R package for Bayesian analysis of Dynamic Linear Models", but I am still ...
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### 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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### 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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### 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 (...
167 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 (<...
551 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 ...