Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [time-varying-covariate]

A variable that records something about a study unit in a longitudinal study that changes over the course of the study.

287 questions
10
votes
2 answers

Test if people drop out or decrease bets after repeated losses

I have data on a series of winning and losing bets over 5 rounds of betting with attrition after each round. I am using a decision tree like the following to display the data. The nodes towards the top of the tree are those that are having winning…
user2146441
  • 255
  • 1
  • 8
10
votes
1 answer

How to generate survival data with time dependent covariates using R

I want to generate survival time from a Cox proportional hazards model that contains time dependent covariate. The model is $h(t|X_i) =h_0(t) \exp(\gamma X_i + \alpha m_{i}(t))$ where $X_i$ is generated from Binomial(1,0.5) and $m_{i}(t)=\beta_0 +…
Sheikh
  • 398
  • 3
  • 12
8
votes
2 answers

Time Varying System Matrices in Kalman Filter

Kalman filter can accommodate time varying system matrices. Equations to run the filter are the same and it preserves its optimality under linear gaussian model. My question is the following: Can the evolution of time varying system matrices be…
Cagdas Ozgenc
  • 3,716
  • 2
  • 29
  • 55
8
votes
1 answer

How to use time dependent covariates with cox regression in R

I don't know how to generate time dependent covariates in R for use cox regression. I know you need to reorganize your dataset into intervals between event times. This I believe I can do with the tutorials floating around. After that, though I am…
user798719
  • 271
  • 1
  • 3
  • 9
8
votes
4 answers

Is there a way to allow seasonality in regression coefficients?

Say I have a time series, Gt, and a covariate Bt. I want to find the relationship between them by the ARMA model: Gt = Zt + β0 + β1Bt where the residual Zt follows some ARMA process. The problem is: I know for sure that β0 and β1 varies with the…
eddieisnutty
  • 211
  • 1
  • 5
7
votes
3 answers

Statistical learning when observations are not iid

As far as I am concerned, statistical/machine learning algorithms always suppose that data are independent and identically distributed ($iid$). My question is: what can we do when this assumption is clearly unsatisfied? For instance, suppose that we…
Plastic Man
  • 332
  • 7
7
votes
1 answer

Ensemble learning with time-varying covariates and effects

We are interested in replicating several duration studies in the literature using ensemble learning methods. After some experimentation, we opted for random survival forests (Ishwaran et al. 2008) for their simplicity and performance. However, the…
user134067
6
votes
1 answer

interval censored survival analysis with time dependent covariates

I'm working on a long-term, large tree data set from Africa. I have data on the same set of individuals from year 2006, 2008, 2011 and 2015. The data consist of tree status (alive/dead) at each time period and covariates such as elephant damage…
user_ada
  • 61
  • 4
5
votes
1 answer

Time varying predictors at higher aggregation levels in multilevel survival analysis

The case: I am trying to estimate event history models (also known as survival models) with time-varying predictors at two different levels of (geographical) aggregation. More precisely, I am using a discrete time event history model (logit model on…
Raphael
  • 181
  • 5
5
votes
1 answer

Time-varying Coefficients

I have time series data on fish catches from 1950-2011. I wish to implement a regression model with varying coefficients. I'm aware that cox models etc. exist and implementation via the survival package in R. My data is not survival data, it's just…
phg
  • 401
  • 1
  • 4
  • 10
5
votes
2 answers

Left censoring with time-varying covariates

I have a data with some participants entering the study with a disease of interest already present. For others, I have several points of observation where different factors were measured (such as weight, blood pressure etc.) and if the disease…
DianaS
  • 358
  • 1
  • 6
5
votes
1 answer

Ways of modeling the same variable as both a time-invariant and time-varying predictor

This question has been asked and not answered before here. I am building a model attempting to predict heroin use over time in patients based on their use of amphetamine-type substances (ATS). ATS use and heroin use are measured in the same…
llewmills
  • 1,429
  • 12
  • 26
5
votes
2 answers

What Survival Analysis Model Should I Use?

I'm sorry if this question is too broad for this board. I'm trying to figure out a survival model for my data. Right now I have it organized by country, year, "cur" which is my main IV, and event. I have an example of my data below. My issue is my…
Daniel
  • 75
  • 5
5
votes
2 answers

Does the Cox proportional hazards model process past values for time-varying covariates?

I am currently working on a survival analysis project and am struggling regarding the inner workings of the coxph function of the survival package in R. The project investigates the influence of a numeric measure on employee tenure lengths. The…
Markus
  • 53
  • 3
5
votes
2 answers

Does the proportional hazards assumption still matter if the covariate is time-dependent?

If I estimate a Cox Proportional Hazards model and my covariate of interest is dependent (continuous or categorical), does the proportional hazards assumption still matter? I recently went to a presentation where the speaker said that when using a…
Rainmaker
  • 51
  • 6
1
2 3
…
19 20