A time-varying covariate (also called time-dependent covariate) is a term used in
statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
, particularly in
survival analysis
Survival analysis is a branch of statistics for analyzing the expected duration of time until one event occurs, such as death in biological organisms and failure in mechanical systems. This topic is called reliability theory or reliability analysi ...
. It reflects the phenomenon that a
covariate
Dependent and independent variables are variables in mathematical modeling, statistical modeling and experimental sciences. Dependent variables receive this name because, in an experiment, their values are studied under the supposition or demand ...
is not necessarily constant through the whole study Time-varying covariates are included to represent time-dependent within-individual variation to predict individual responses.
For instance, if one wishes to examine the link between area of residence and cancer, this would be complicated by the fact that study subjects move from one area to another. The area of residency could then be introduced in the
statistical model
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of Sample (statistics), sample data (and similar data from a larger Statistical population, population). A statistical model repres ...
as a time-varying covariate. In survival analysis, this would be done by splitting each study subject into several observations, one for each area of residence. For example, if a person is born at time 0 in area A, moves to area B at time 5, and is diagnosed with cancer at time 8, two observations would be made. One with a length of 5 (5 − 0) in area A, and one with a length of 3 (8 − 5) in area B.
Survival analysis
References
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