Cox Regression Models with Time-Varying Covariates Applied to Survival Success of Young Firms (*)

Cox Regression Models with Time-Varying Covariates Applied to Survival Success of Young Firms (*)

Aygül , Anavatan

Cox proportional hazards model assumes that independent variables remain constant throughout the observation period. Model can give biased results in cases which this assumption is violated. One of the methods used modelling the hazard ratio in the cases that the proportional hazard assumption is not met is to add a time-dependent variable showing the interaction between the predictor variable as parametric function of time. In this study, we investigate the factors that affect the survival time of the firms and the time dependence of these factors using Cox regression considering time depedent independent variables.

Conference or Workshop Item
PeerReviewed

2012-05-31

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