> ... interactions between covariables and time. A model such as "coxph(Surv(ptime, pstat) ~ age + age*ptime, ...." is invalid -- it is not at all what you think. If cph flags this as an error that is a good thing: I should probably add the same message to coxph.
> Is is somewhat sensible to use cox.zph() to investigate which variables need time interaction... The cox.zph function is primarily graphical; I would respond to your question with "is it good to look at scatterplots before fitting a linear model?" My answer to this is emphatically yes. Terry Therneau ______________________________________________ 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.