RE: COX Proportional Hazard Model with Time Dependent Covariate

________________________________ From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Tuesday, July 03, 2007 9:12 AM To: [email protected] Subject: Re: [NMusers] COX Proportional Hazard Model with Time Dependent Covariate Liang - There are some examples of NONMEM code in the following link. I have used this in the past as a good starting point for specifying time-dependent hazard models. http://anesthesia.stanford.edu/pkpd/NONMEM%20Repository/ A note on nomenclature, I always felt a bit confused about these models till I realized the level of ambiguity in the literature. The following words are often used in an apparent mosaic fashion to describe different analyses that are actually quite similar. Survival analysis Failure analysis Event modeling Hazard regression Cox proportional hazards model Cox model Proportional hazards model. Weibull (...or insert your favorite function here...) proportional hazards model Parametric proportional hazards models Semi-parametric proportional hazards models Cox regression Poisson regression, etc... For more check out: http://en.wikipedia.org/wiki/Proportional_hazards_models Regards, Jeff "Nick Holford" <[EMAIL PROTECTED]> Sent by: [EMAIL PROTECTED] 03-Jul-2007 02:06 To "Zhao, Liang" <[EMAIL PROTECTED]> cc [email protected] Subject Re: [NMusers] COX Proportional Hazard Model with Time Dependent Covariate Liang, As far as I understand it there is no way to use time varying covariates and a semi-parametric hazard model in NONMEM. The only way I know how to do this is with a fully parametric hazard. In general I prefer the fully parametric approach because it tells you something about the time course of the underlying hazard. The semi-parametric Cox approach completely ignores the underlying hazard. A trade off for statistical convenience versus loss of biological knowledge. Nick > "Zhao, Liang" wrote: > > Dear All, > > I have the following questions regarding with COX survial model with Time Dependent Covariate that needs your experience and expertise > > (1) Even we can do it with S-Plus or SAS, it can not be handled by NONMEM, am I right? If I am wrong, who has started the work? > (2) How to make predictions with time-variant covariates based on COX model using S-plus or SAS, if not NONMEM? > > The question is asked because certain epidemic diseases are season-sensitive and none assumption on base hazard is advantageous over parametric approaches. Thank you in advance! > > Liang Zhao -- Nick Holford, Dept Pharmacology & Clinical Pharmacology University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand email:[EMAIL PROTECTED] tel:+64(9)373-7599x86730 fax:373-7556 http://www.health.auckland.ac.nz/pharmacology/staff/nholford/