I am trying to check the linearity assumption of my covariates as well as the PH assumption. Knowing that all my covariates are time varying (they can change many times during the follow up) is it possible to check for the lineraity as well as PH assumption?
In his book Survival analysis using sas : A practical guide: chapter 4: Dr Allison wrote:
"Whenever you introduce time-dependent covariates into a Cox regression model, it’s no longer accurate to call it a proportional hazards (PH) model. Why? Because the time-dependent covariates will change at different rates for different individuals, so the ratios of their hazards cannot remain constant."
So i think if the value of my variables change during the follow up the is no need to test for PH assumption?