Abstract

Abstract Models for survival data are often specified from the hazard function thereby allowing regression models to include covariates that change with time. This article reviews different types of time‐dependent covariates in survival analysis. Potential problems in connection with estimation of the survival function in models with time‐dependent covariates are discussed. Estimation in Cox's multiplicative regression model and other regression models with time‐dependent covariates, including additive models, are reviewed.

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