Model Selection for Cox Models with Time‐Varying Coefficients
Model Selection for Cox Models with Time‐Varying Coefficients
Summary Cox models with time‐varying coefficients offer great flexibility in capturing the temporal dynamics of covariate effects on right‐censored failure times. Because not all covariate coefficients are time varying, model selection for such models presents an additional challenge, which is to distinguish covariates with time‐varying coefficient from those with time‐independent …