Tutorial: Survival Estimation for Cox Regression Models with Time-Varying Coefficients Using SAS and R

Abstract

Survival estimates are an essential compliment to multivariable regression models for time-to-event data, both for prediction and illustration of covariate effects. They are easily obtained under the Cox proportional-hazards model. In populations defined by an initial, acute event, like myocardial infarction, or in studies with long-term follow-up, the proportional-hazards assumption of constant hazard ratios is frequently violated.\rOne alternative is to fit an interaction between covariates and a prespecified function of time, implemented as a time-dependent covariate. This effectively creates a time-varying coefficient that is easily estimated in software such as SAS and R. However, the usual\rprogramming statements for survival estimation are not directly applicable. Unique data manipulation and syntax is required, but is not well documented for either software.\rThis paper offers a tutorial in survival estimation for the time-varying coefficient model, implemented in SAS and R. We provide a macro coxtvc to facilitate estimation in SAS\rwhere the current functionality is more limited. The macro is validated in simulated data\rand illustrated in an application.