Is there a way to check that the proportional hazards assumption is correct for a Cox model with time-varying covariates ?
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Best Answer
If we add time-dependent covariates or interactions with time to the Cox proportional hazards model, then it is not a “proportional hazards” model any longer.
See this presentation: http://ms.uky.edu/~mai/sta635/Cox%20model.pdf
or this lecture notes: http://www.math.ucsd.edu/~rxu/math284/slect7.pdf
But this is a widely known feature.
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