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Dynamic path analysis—a new approach to analyzing time-dependent covariates

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Abstract

In this article we introduce a general approach to dynamic path analysis. This is an extension of classical path analysis to the situation where variables may be time-dependent and where the outcome of main interest is a stochastic process. In particular we will focus on the survival and event history analysis setting where the main outcome is a counting process. Our approach will be especially fruitful for analyzing event history data with internal time-dependent covariates, where an ordinary regression analysis may fail. The approach enables us to describe how the effect of a fixed covariate partly is working directly and partly indirectly through internal time-dependent covariates. For the sequence of times of event, we define a sequence of path analysis models. At each time of an event, ordinary linear regression is used to estimate the relation between the covariates, while the additive hazard model is used for the regression of the counting process on the covariates. The methodology is illustrated using data from a randomized trial on survival for patients with liver cirrhosis.

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Acknowledgement

Fosen was sponsored by The Norwegian Cancer Society and Ferkingstad was supported by The National Programme for Research in Functional Genomics in Norway (FUGE) from The Research Council of Norway. Parts of the work on this project was done while Aalen, Borgan and Fosen were working at the Centre for Advanced study at the Norwegian Academy of Science and Letters.

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Authors and Affiliations

  1. Department of Biostatistics, Institute of Basic Medical Sciences, University of Oslo, P.O. Box 1122, N-0317, Blindern, Oslo, Norway

    Johan Fosen, Egil Ferkingstad & Odd O. Aalen

  2. Centre for Integrative Genetics, Aas, Norway

    Egil Ferkingstad

  3. Department of Mathematics, University of Oslo, Oslo, Norway

    Ørnulf Borgan

Authors
  1. Johan Fosen
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  2. Egil Ferkingstad
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  3. Ørnulf Borgan
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  4. Odd O. Aalen
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Correspondence to Johan Fosen.

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Fosen, J., Ferkingstad, E., Borgan, Ø. et al. Dynamic path analysis—a new approach to analyzing time-dependent covariates. Lifetime Data Anal 12, 143–167 (2006). https://doi.org/10.1007/s10985-006-9004-2

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  • DOI: https://doi.org/10.1007/s10985-006-9004-2

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