[R] AFT-model with time-dependent covariates

Terry Therneau therneau at mayo.edu
Wed May 13 14:16:25 CEST 2009


 The coding for an AFT model with time-dependent covariates will be very hard, 
and I don't know of anyone who has done it.  (But I don't keep watch of other 
survival packages, so something might be there).
 
  In a Cox model, a subject's risk depends only on the current value of his/her 
covariates; in an AFT model the risk depends on the entire covariate history.  
(My 'accelerated age' is the sum of all the extra years I have ever gained).  
Coding this is not theoretically complex, but would be a pain-in-the-rear amount 
of bookkeeping.
  
  	Terry Therneau




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