Zhiyuan Sun
2014-Mar-19 16:41 UTC
Does a survival probability(the probability not experiencing an event) have to be non-increasing?
My question is related to a cox model with time-dependent variable. When I think about it more, I get a little confused about non-increasing assumption for survival probability for an individual. For example, for a time-dependent ,say x, assuming increasing x increases the risk of event. Assume,time t1 < t2. If at x at t1<< x at t2, obviously, hazard at t1 will less than hazard at t2, assuming no other covariaates. But is it possible that s(t2|x at t2) > s(t1|x at t1), since at t2, an individual is at greater risk. This is kind of confusing to me. Thanks for any helpful insights! Zhiyuan