Time-dependent Cox regression with more than one time-varying independent variables, possible?

[TomHsiung]

Hi, everyone

I just learned how to process time-varying data in PROC PHREG but I only know how to do so for a data set that has only one time-varying variable. I wonder if is it possible to do the time-dependent Cox regression with two, three, or more independent cofactors (i.e., observations received several different exposures at different times). Thanks.

[TomHsiung]

I have read parts of this paper (https://pubmed.ncbi.nlm.nih.gov/35924051/). In the statistical method section, it described,

Daily medication exposure and processes of care (sedative, acid inhibitors, blood transfusion, mandatory ventilation, and head-of-bed elevation, gastrointestinal decompression, and rehabilitation exercise) and medications (sedatives, opioids, neuromuscular blockers, immunosuppressive agent, neuroleptic agents, antibiotics, expectorants, vasopressors, intestinal probiotics, and neuroleptic agents) were defined as time-varying variables. Time-varying variables were measured as daily exposure from initiation of MV to the event of interested for the model of VAEs and each day from ICU admission to ICU discharge for the model of ICU discharge and ICU mortality.

It looks like the authors included a dozen time-varying cofactors in their Cox regression model. So, I wonder how they handled the dataset. Each patient could have a dozen time-varying cofactors, and each such cofactor could have several different values. To record the data into a dataset must be a tough mission but I don't know how they did it.