[R] A question on time-dependent covariates in the Cox model.

From: Marianne dk <m_323stat_at_hotmail.com>
Date: Wed 22 Jun 2005 - 19:08:05 EST

I have a dataset with

time (from medical examination until death/censoring) dose (given at examination time)

Two groups are considered, a non-exposed group (dose=0), an exposed group (dose between 5 and 60).

For some reason there is a theory of the dose increasing its effect over time (however it was only given (and measured) once = at the time of examination).

I tested a model:

coxph(Surv(time,dod)~dose + dose:time)

Previously I tested the model in SAS:

proc phreg data=test;

	model time*dod(0)=dose dosetime /rl ties=efron;

Without the interaction terms I get the same results for the two models. By including the interaction terms I do not. The model in R gives a negative coefficient for the interaction term which is expected to be positive (and is so in SAS). The LRTs are also completely different.


  1. Is it reasonable to bring in an interaction term when dose is only measured once?
  2. If yes, can anyone give a hint on explaining the difference between the models in R and SAS?

Thanx in advance,

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