Cox proportional hazards model with time-dependent covariates

[Lars_Andersen]

As part of an analysis (I can provide additional details if needed) I need to obtain the estimate of the linear predictor (i.e. the β’x part of S(t) = S0(t) ∙ exp(β’x)) for each time point for each patient from a cox proportional hazards model with time-dependent covariates. However, I cannot figure out how to do that in SAS when the model includes a time-dependent covariate. In a simple cox model, it is relatively easy to get by specifying “baseline” and “xbeta”:

proc phreg data = data;

model time*event(0) = variables;

baseline covariates = data xbeta = score;

run;

However, the “baseline” statement does not work when you introduce a time-dependent covariate. Does anyone know how I can obtain the estimates?   

Much appreciated, 

Lars

[BTAinRVA]

Lars,

Have you seen this:

http://support.sas.com/resources/papers/proceedings12/168-2012.pdf

Brian

[Lars_Andersen]

Hi Brian, 

Yes, I did previously see that but it was not clear to me that it answers my questions. Do you suggest I use the "counting process" method? 

Thanks, 

Lars

[BTAinRVA]

I would try the programming statement method first as it seems much simpler and gives the same results.

[Lars_Andersen]

As noted in my original post, the programming method and "baseline" statement cannot be used for models with time-dependent covariates.