Time fixed effects in Cox proportional hazards model

[Wani Zhang]

Hi, I was wondering if it's possible to include year fixed effects in a Cox proportional hazards model with time-dependent covariates using an individual-year panel dataset?

[Carlo Lazzaro]

Wani:
what do you mean by "an individual-year panel dataset"?

[Wani Zhang]

Hi Carlo, I mean that there are multiple observations across years per individual and I want to use each year/row as an interval

[Carlo Lazzaro]

Wany:
yes, you can add -i.year- in the right hand-side of your -stcox- regression.

[Stephen Jenkins]

If each year is the interval of time, shouldn't one use an interval-censored model (-stintcox-, for example)? Moreover, before rushing to include 'year' (an indicator of calendar time) as a covariate, checking that 'year' is not collinear with elapsed duration (or other covariates that are time dependent, by which I mean calendar time or duration time dependent)

[Wani Zhang]

Hi Carlo and Stephen, thank you both for your responses. I have a variable that represents the number of days until the event, but the data is updated every year so I assumed I would use yearly intervals. I'm not entirely sure how to approach this.