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)?