The application of survival analysis has extended the importance of statistical methods for time to event data that incorporate time dependent covariates. The Cox proportional hazards model is one such method that is widely used. An extension of the Cox model with time-dependent covariates was adopted when proportionality assumption are violated. The purpose of this study is to validate the model assumption when hazard rate varies with time. This approach is applied to model data on duration of infertility subject to time varying covariate. Validity is assessed by a set of simulation experiments and results indicate that a non proportional hazard model performs well in the phase of violated assumptions of the Cox proportional hazards.
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons