[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

event=death
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;
	dosetime=time*dose;
	run;

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.

TWO QUESTIONS:

  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,
marianne



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