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Survival Analysis with time varying covariates

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risktreasury
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Joined: October 29th, 2009, 1:36 pm

Survival Analysis with time varying covariates

March 3rd, 2013, 1:08 am

I am modelling corporate default rates (time to failure) using time covariates. Please, I wish members of this noble forum who know survival analysis to help me on how to go about using Cox PH modelling with time varying covariates
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4rcher
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Joined: September 9th, 2008, 8:28 pm

Survival Analysis with time varying covariates

March 3rd, 2013, 8:53 am

check this paper
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