Dear all, I'm asking this question again as I didn't get a reply last time: I'm doing a survival analysis with time-dependent covariates. Until now, I have used a simple Cox model for this, specifically the coxph function from the survival library. Now, I would like to try out an accelerated failure time model with a parametric specification as implemented for example in the survreg function. Two questions: First, can survreg handle time-dependent covariates? The description for this function does not make reference to them. And second, in case survreg cannot deal with time-dependent covariates, is there a similar function in some other package that can? Thanks very much, Michael Michael Haenlein Associate Professor of Marketing ESCP Europe Paris, France [[alternative HTML version deleted]]
Dimitris Rizopoulos
2010-Jul-28 08:35 UTC
[R] Time-dependent covariates in survreg function
Dear Michael, AFAIK survreg() cannot handle time-dependent covariates. In particular, things are getting more complicated under the accelerated failure time framework when it comes to the handling of time-dependent covariates. Moreover, it is important (for both Cox and AFT models) to determine what type of the time-dependent covariate you have in your problem. Is it exogenous (aka external) or endogenous (aka internal) -- for info have a look at [1, Section 6.3]. For exogenous time-dependent covariates you can still use the time-dependent version of the Cox model. However, for endogenous ones you might have considerable bias if you do so. For endogenous time-dependent covariates an alternative is to use package JM (http://www.jstatsoft.org/v35/i09, http://CRAN.R-project.org/package=JM, http://rwiki.sciviews.org/doku.php?id=packages:cran:jm) that has both relative risk and AFT models available. I hope it helps. Best, Dimitris [1] Kalbfleisch, J. and Prentice, R. (2002). The Statistical Analysis of Failure Time Data, 2nd edition. John Wiley & Sons, New York. On 7/28/2010 10:06 AM, Michael Haenlein wrote:> Dear all, > > I'm asking this question again as I didn't get a reply last time: > > I'm doing a survival analysis with time-dependent covariates. Until now, > I have used a simple Cox model for this, specifically the coxph function > from the survival library. Now, I would like to try out an accelerated > failure time model with a parametric specification as implemented for > example in the survreg function. > > Two questions: First, can survreg handle time-dependent covariates? > The description for this function does not make reference to them. And > second, in case survreg cannot deal with time-dependent covariates, is there > a similar function in some other package that can? > > Thanks very much, > > Michael > > > Michael Haenlein > Associate Professor of Marketing > ESCP Europe > Paris, France > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Dimitris Rizopoulos Assistant Professor Department of Biostatistics Erasmus University Medical Center Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands Tel: +31/(0)10/7043478 Fax: +31/(0)10/7043014