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Regression models for survival data with time-dependent covariates are considered. We review estimation in the Cox regression model and discuss problems in connection with data requirements for the analysis, with interpretation of results and with prediction based on such a model. In particular, we discuss how the latter problems may be approached within an extended (Markov process) model. A clinical trial in liver cirrhosis is used for illustration.
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Per Kragh Andersen (1992) studied this question.
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