Methodological study reveals mathematical relationships between landmarking and time-dependent Cox regression in survival analysis, suggesting clearer interpretation of dynamic covariates.
Time-dependent Cox regression and landmarking are the two most commonly used approaches for the analysis of time-dependent covariates in time-to-event data. The estimated effect of the time-dependent covariate in a landmarking analysis is based on the value of the time-dependent covariate at the landmark time point, after which the time-dependent covariate may change value. In this note we derive expressions for the (time-varying) regression coefficient of the time-dependent covariate in the landmark analysis, in terms of the regression coefficient and baseline hazard of the time-dependent Cox regression. These relations are illustrated using simulation studies and using the Stanford heart transplant data.
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Putter et al. (2016) studied this question.
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