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Tino
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Cox ph model formulation with two correlated covariates

I want to set up a Cox ph model with two correlated covariates x and y. The two covariates are defined as this in R:

x <- rexp(n)
y <- 2x + rnorm(n)

Does the hazard function look like this:

h(t|x)=h0(t)exp(β1x+β2y) or h(t|x)=h0(t)exp(β1x+β2y+β1β2xy)?

Tino
  • 87
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