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
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
I would try the programming statement method first as it seems much simpler and gives the same results.
As noted in my original post, the programming method and "baseline" statement cannot be used for models with time-dependent covariates.
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