Time-varying covariate
Encyclopedia
A time-varying covariate (also called time-dependent covariate) is a term used in statistics
, particularly in survival analyses
. It reflects the phenomenon that a covariate
is not necessarily constant through the whole study. 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
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.
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
, particularly in survival analyses
Survival analysis
Survival analysis is a branch of statistics which deals with death in biological organisms and failure in mechanical systems. This topic is called reliability theory or reliability analysis in engineering, and duration analysis or duration modeling in economics or sociology...
. It reflects the phenomenon that a covariate
Covariate
In statistics, a covariate is a variable that is possibly predictive of the outcome under study. A covariate may be of direct interest or it may be a confounding or interacting variable....
is not necessarily constant through the whole study. 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
Statistical model
A statistical model is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but...
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.