Hello,
I am looking for information about parametric
survival models with time dependent covariates.
The only reference I can find specifically devoted
to parametric survival (as opposed to Cox models)
seems to imply that it is not easy to incorporate
time dependent covariates into a parametric
survival model. (See this message dated April 17,
2001, in the s-news archive:
http://www.biostat.wustl.edu/mailinglists/s-news/200104/msg00154.html)
So, I wonder where the difficulty lies. If I can
better understand the problem, perhaps I will be able
to formulate a workable approximation or some such.
What is it about time dependent covariates that makes
the extension of the Cox model straightforward, yet
parametric survival models more difficult? Is there
a "brute force" approach which will give the correct
answer at the price of burdensome computations?
References to the literature will be very helpful.
Thank you for your consideration. I appreciate your
help.
Regards,
Robert Dodier
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