st: R: Setting up time-varying variable data for Cox analysis

["Carlo Lazzaro" <carlo.lazzaro@tin.it>]

Hsueh-Sheng may want to take a look at - help stcox - file (flag: Stata 9/2
SE) for -tvc- and -texp- options in Cox regression:

Time varying
+---------------------------------------------------------------------------
-------------------------------------

    tvc(varlist) specifies those variables that vary continuously with
respect to time, i.e., time-varying covariates.  This is a
        convenience option used to speed up calculations and to avoid having
to stsplit the data over many failure times.

    texp(exp) is used in conjunction with tvc(varlist) to specify the
function of analysis time should be multiplied by the time-varying
        covariates. For example, specifying texp(ln(_t)) would cause the
time-varying covariates to be multiplied by the logarithm of
        analysis time. If tvc(varlist) is used without texp(exp), Stata
understands that you mean texp(_t), and thus multiplies the
        time-varying covariates by the analysis time.

        See [ST] stcox for more information on the tvc() and texp() options.
----------------------------------------------------------------------------
HTH and Kind Regards,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Hsueh-Sheng Wu
Inviato: mercoledì 10 febbraio 2010 18.42
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Setting up time-varying variable data for Cox analysis

Hi,
   I  am trying to include time-varying variables in the Cox model and
discrete time survival analysis.  I know how to set up such a data file for
discrete time survival analysis, but could not figure out how to do so for
the Cox model.   Could anyone point me to some examples of setting such data
sets? Thanks much, Hsueh-Sheng

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