Message-ID: <200905131216.n4DCGPg10780@hsrnfs-101.mayo.edu>
Date: 2009-05-13T12:16:25Z
From: Terry Therneau
Subject: AFT-model with time-dependent covariates
The coding for an AFT model with time-dependent covariates will be very hard,
and I don't know of anyone who has done it. (But I don't keep watch of other
survival packages, so something might be there).
In a Cox model, a subject's risk depends only on the current value of his/her
covariates; in an AFT model the risk depends on the entire covariate history.
(My 'accelerated age' is the sum of all the extra years I have ever gained).
Coding this is not theoretically complex, but would be a pain-in-the-rear amount
of bookkeeping.
Terry Therneau