I'll add just a little to what David said. The normal meaning of a "time dependent covariate" is a covariate that changes with time. For instance in a model that included x="most recent available blood pressure" the value of x will change at each patient visit. You obviously can't get those new values as x=baseline + c*time unless you are willing to assume a very odd biology for the patient. I would think the same about glomular filtration rate (GFR).
A different question is a time dependent coefficient. That is, the variable stays the same but it's effect changes over time. Now in this case a model that beta(t) = a + bt has some possible merit, but in my optinion the biology it implies is still quite odd. So I don't find that model very interesting, even though some packages impliment it. In R there is a more useful approach: fit <- coxph(Surv(time, outcome) ~ eGFR.base, ori.data) zfit <- cox.zph(fit) plot(zfit) This produces a smoothing spline estimate of beta(t) with confidence bands. You can look at the plot and begin to understand the data, not just create p-values. Terry T. On Dec 26, 2011, at 3:02 AM, JiangGZ wrote: > > Hi all, > > > I am trying to detect association between a covariate and a disease > outcome using R. This covariate shows time-varying effect, I add a > time-covariate interaction item to build Cox model as follows: > COX <- coxph(as.formula("Surv(TIME,outcome)~eGFR_BASE > +eGFR_BASE:TIME"),ori.data); > > > coef exp(coef) e(coef) z p > eGFR_BASE 6.40 603.5133 0.3702 17.3 0 > eGFR_BASE:TIME -3.41 0.0329 0.0772 -44.2 0 > > > But the result seems very different from that got by SPSS: ______________________________________________ R-help@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.