Further issues for Cox regression

(AS07)
EPM304 Advanced Statistical Methods in Epidemiology

Course: PG Diploma/ MSc Epidemiology

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These study materials have been prepared by the London School of Hygiene & Tropical Medicine as part of
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London School of Hygiene & Tropical Medicine September 2013 v2.0

Section 1: Further issues for Cox regression

Aim

To review Cox regression, and learn how to check whether the effect of an
exposure is constant over time, the proportional hazards assumption.

Objectives
By the end of this session you will be able to:

explain how Cox regression estimates rate ratios

understand the importance of checking the assumption of proportionality for
Cox regression
use graphical methods to assess the proportionality of an effect of an
exposure
formally test for proportional hazards, i.e. constant exposure effect over time
know how to deal with non-proportionality
present results from the analysis of survival data.

This session should take you between 1 and 2 hours to complete.

Section 2: Planning your study

In a previous session you took an in-depth look at Poisson regression. Poisson
regression is applied when the rate is assumed to be constant over a period of time.
However, when the rate of an event is changing more rapidly with time, the
appropriate model to use is Cox regression.
In this session you will review Cox regression and consider in detail the assumption
of proportionality, how to assess it and what to do if it is violated.
To work through this session you should know about survival analysis and
regression models, specifically Cox regression. If you need to review any materials
before you continue refer to the appropriate sessions below.
Survival analysis
Cox regression

SM03

Interaction: Hyperlink: SM03:

SM03 session opens
Interaction: Hyperlink: SM11
SM11 session opens

2.1: Planning your study

SM11 and AS06

To illustrate methods in this session the example below is used. Click on the example
to see further details below.
Study of risk factors for mortality
among males in Trinidad
Interaction: Hyperlink: Study of risk factors for mortalityamong males in
Trinidad (card appears on RHS):
All males aged 3574 years who were living in two neighbouring suburbs of Port of
Spain, Trinidad, in March 1977 were eligible and entered into the study. Baseline
data were recorded for 1,343 men on a range of risk factors including ethnic group,
cigarette and alcohol consumption.
All subjects were then visited annually at home, and morbidity and mortality records
were compiled. Regular inspection of hospital records, death registers and obituaries
were also used to update the records. Those who had moved away (or abroad) were
contacted annually by postal questionnaire and were also seen if they returned to
Port of Spain. Follow-up of the study cohort finished at the end of 1987, giving a
study period of ten years.

Section 3: Cox regression

Rates and intervals of time
We apply the Poisson model to situations where there are relatively large intervals of
time and it is assumed that rates are constant within each interval.
To adjust for rates that change rapidly with time, a Cox model is used. A Cox model
is based on very small intervals of time, called timeclicks, which contain at most 1

event. This produces a constant rate within each very small interval but also allows
the rate to vary over longer time intervals.
So, for rapidly changing rates Cox is the appropriate model.

3.1: Cox regression

The Cox regression model
A simple Cox regression model that describes the effect of one exposure can be
written:
Rate = Baseline rate x Exposure

Changes with time

The Baseline rate is the rate in the unexposed group that changes from one small
interval to the next, the changing baseline rate.
Exposure is the effect of the exposure, i.e., the rate ratio of the exposed compared
to the unexposed.
Both parameters are used to describe the model, however it is only the effect of
exposure that is estimated.

In Cox regression (survival analysis) a rate is more commonly referred to as a

hazard. Similarly, instead of rate ratio, the term hazard ratio is used. We will refer
to hazards and hazard ratios throughout this session. Hazards and hazard ratios are
measured within a timeclick.

Click below to see a plot of the Cox model.

Interaction: Button: Swap:

3.2: Cox regression

The proportional hazards assumption
The assumption on which Cox regression is based is that the effect of exposure is
proportional over time. In other words the ratio of the rate for the exposure group
compared to the changing baseline rate must be constant over time. This is known
as the proportional hazards assumption.

3.3: Cox regression

Two exposures of interest in the Trinidad study of mortality risk factors were 'CHD at
entry' and smoking. Both are binary variables, and the Cox model can be written:

Rate = Baseline rate x CHD at entry x smoking

The estimated hazard ratios from a Cox regression for 'CHD at entry' and smoking
from the Trinidad study are shown below.
Hazard
Standard
Ratio
Error
chdstart
2.941054 1.56806
smoking
1.302129 0.6427479
Log likelihood = 415.77239

z
2.023
0.535

P>
|z|
0.043
0.593

95% confidence
interval
1.034366
8.362418
0.4948687
3.426243

3.4: Cox regression

The survival curves for 'CHD at entry' and smoking in the Trinidad study of mortality
risk factors are shown on the tabs below.
Interaction: Tabs: CHD at entry

Interaction: Tabs: Smoking:

3.5: Cox regression

Consider the estimates from Cox regression shown below. The estimates of effect are
hazard ratios.
What is the null hypothesis of the Wald test for smoking? Choose from the options
shown below.
Hazard
Ratio
chdsta
rt
smokin
g

2.9410
54
1.3021
29

Standa
rd
Error
1.5680
6
0.6427
479

P > |z|

95% confidence
interval

2.023

0.043

0.535

0.593

1.0343
66
0.4948
687

8.3624
18
3.4262
43

Log likelihood = 415.77239

The hazard ratio for the effect of smoking does not
change over time

The baseline rate for the non-smoking group is

constant

The rate of deaths, adjusted for 'CHD at entry', in men

who smoke, is the same as the rate of deaths in men
who do not smoke, i.e. the hazard ratio = 1.

Interaction: Hotspot: The hazard ratio for the effect of smoking does not change
over time:

Incorrect Response (pop up box appears):

Interaction: Hotspot: The baseline rate for the non-smoking group is constant:
Incorrect Response (pop up box appears):

Interaction: Hotspot: The rate of deaths, adjusted for 'CHD at entry', in men who
smoke, is the same as the rate of deaths in men who do not smoke, i.e. the hazard
ratio = 1.:
Correct Response (pop up box appears):

Section 4: The proportionality assumption

The fundamental assumption of Cox regression is that the ratio of the rate for an
exposed individual compared to the rate for a subject with baseline characteristics is
constant throughout the follow up time.

(t,i)
= (constant over time)
(t,0)

This means that the variation over time for any individual is the same as the
variation in the baseline.

4.1: The proportionality assumption

The proportional hazards assumption means that the estimates for an exposure
effect do not change throughout the study period.
This proportional hazards assumption is equivalent to the assumption of no
interaction that is used in a Poisson regression specifically, no interaction with
time. In fact, when we test this assumption it is similar to a test for interaction.
Interaction: Button: More:
In a Poisson model this is called the multiplicative rates assumption.
Can you remember how you would check whether this assumption is valid in a
Poisson model?
Interaction: Button: clouds picture (pop up box appears):
In a Poisson model you can check the multiplicative rates assumption by testing the
significance of an interaction between the effect of interest and the time variable.

4.2: The proportionality assumption

With Cox regression it is not possible to test the significance of an interaction
between the effect of interest and the time variable. Why do you think this is?
Choose from the boxes below:
It is not possible to have interaction
parameters in Cox regression
Estimates for the time variable
are not given in Cox regression

In Cox regression, the rate is changing

too rapidly to test such an interaction
Interaction: Hotspot: It is not possible to have interaction parameters in Cox
regression:
Incorrect Response (pop up box appears):
No, it is possible to have interactions between two exposures of interest but not with
the time variables because no estimates are given. We know there is a changing
baseline but do not estimate this.
Interaction: Hotspot: Estimates for the time variable are not given in Cox
regression:
Correct Response (pop up box appears and card appears on RHS):
Correct
That's right, we cannot test the significance of the interaction between the exposure
of interest and the time variable because parameters for the time variable are not
estimated. We know there is a changing baseline but do not estimate this.
Interaction: Hotspot: In Cox regression, the rate is changing too rapidly to test
such an interaction:
Incorrect Response (pop up box appears):
No, although the purpose of Cox regression is to model rapidly changing rates, the
reason we cannot test the interaction between the exposure of interest and the time
variable is because parameters for the time variable are not estimated.
There are several alternatives to an interaction test in order to assess the validity of
the proportional hazards assumption. On the next 2 pages you will look at:
1. A graphical assessment
2. A formal statistical assessment

Section 5: Graphical assessment of proportionality

In assessing the relationships over time in your data the question you are asking is:

Q: Can I assume the effect of exposure is constant throughout follow-up?

Forget about Cox regression to begin with and think back to a classical method for
survival analysis, namely Kaplan-Meier estimates and survival curves.

This is a non-parametric method and therefore makes few assumptions about your
data.
To illustrate how you can assess whether the proportional hazards assumption is
valid you will use the Trinidad study of mortality risk factors. The focus is on whether
there is a change in the effect of an exposure over time.

5.1: Graphical assessment of proportionality

The life table for men in the Trinidad study with 'CHD at entry' is shown below. Click
'swap' to see the table for men without 'CHD at entry'.
Interaction: Button: Swap (the table on the centre bottom changes to below):
Life table for men without CHD at entry
Interval

Total

252

Death
s
7

Lost

245

240

234

10

223

10

212

18

190

23

165

11

21

133

73

10

56

55

Survi
val
0.972
2
0.952
4
0.932
5
0.892
6
0.852
4
0.835
7
0.826
3
0.767
5
0.735
6
0.709
8

Std
Error
0.010
4
0.013
4
0.015
8
0.019
5
0.022
4
0.023
5
0.024
1
0.028
2
0.031
2
0.039
4

[95% Conf.
Int.]
0.942 0.986
6
7
0.917 0.972
7
7
0.893 0.957
7
5
0.847 0.925
2
0
0.802 0.890
2
8
0.783 0.876
5
2
0.772 0.868
9
2
0.706 0.817
5
4
0.668 0.791
7
2
0.624 0.779
6
1

Std
Error
0.043
7
0.054
8
0.062
9
0.071
4

[95% Conf.
Int.]
0.774 0.973
9
8
0.712 0.943
3
0
0.652 0.907
1
6
0.566 0.848
1
8

Life table for men with CHD at entry

Interval

Total

38

Death
s
3

Lost

35

33

31

Survi
val
0.921
1
0.868
4
0.815
8
0.736
8

28

26

23

18

12

10

0.684
2
0.684
2
0.620
6
0.620
6
0.551
6
0.551
6

0.075
4
0.075
4
0.080
7
0.080
7
0.096
8
0.096
8

0.511
5
0.511
5
0.443
0
0.443
0
0.346
2
0.346
2

0.806
7
0.806
7
0.756
1
0.756
1
0.716
3
0.716
3

From these tables it is possible to compare the pattern of survival.

5.2: Graphical assessment of proportionality

A more simple comparison of survival patterns is possible with survival curves. The
Kaplan-Meier survival curves for men with and without 'CHD at entry' are shown
below.
If the proportionality assumption is met, there should be a steadily increasing
difference between the two curves.
Consider the curves below. What can you conclude about the effect of 'CHD at entry'
on survival during the study?
Interaction: Button: clouds picture (pop up box appears):
Survival for men with 'CHD at entry' is always less than for men without 'CHD at
entry'. The curves gradually diverge as follow-up time increases. This suggests that
the proportional hazards assumption is valid, i.e. the effect of 'CHD at entry' is
constant throughout the study period.

5.3: Graphical assessment of proportionality

A graphical assessment is subjective and it can sometimes be difficult to make
conclusions. However, examination of the log cumulative rate simplifies the process.
Let's first consider why, and then go on to look at cumulative incidence rate plots.
If the proportional hazards function is valid, then the ratio of the rate for an exposed
individual compared to the rate for a baseline individual is:

(t,i)
= (constant over time)
(t,0)

Click below to continue.

Interaction: Button: More:
This can be re-written as:

(t,i) = i (t,0)
Interaction: Button: More:
Then, summing both sides over time:

(t,i) = i (t,0)
Cumulative hazard ( i ) = i x cumul. hazard ( 0 )

5.4: Graphical assessment of proportionality

So, the cumulative rate for a subject i should be proportional to the cumulative rate
of the baseline subject. Therefore, the plots of the baseline cumulative rate and of
subject i should have a constant multiplying factor between them.
If there is a constant multiplying factor between two rates, what would you expect
the plots to look like on a log scale?
Interaction: Button: clouds picture (pop up box appears):
If the multiplying factor is constant, then on a log scale there will be a constant
additive factor. This means the two lines will be parallel, because of the constant
addition of log i.
log cumulative hazard ( i ) = log i + log cumulative hazard ( 0 )

5.5: Graphical assessment of proportionality

A plot of cumulative hazard is called a Nelson-Aalen curve (after the authors who
first proposed such plots).
You can see the cumulative incidence curves below, for the Trinidad men with and
without 'CHD at entry'. On the second tab are the log cumulative incidence curves.
These plots show the cumulative incidence of dying, the inverse of cumulative
survival
Notice how the line for the cumulative hazard for those without CHD at entry is
smoother than that with CHD at entry. This is because there are many more men in
the latter group.
Interaction: Hyperlink: cumulative survival (pop up box appears):
Cumulative survival
The product of survival probabilities for intervals of time up to a specific point in
time.
Interaction: Tabs: Cumulative Hazard:

Interaction: Tabs: Log cumulative hazard:

5.6: Graphical assessment of proportionality

Can you assume that the effect of 'CHD at entry' is constant throughout the study?
Interaction: Button: clouds picture (pop up box appears):

The log cumulative incidence curves can be assumed parallel throughout the study
period.
You can therefore say that the effect of 'CHD at entry' is constant throughout the
follow-up time and the proportional hazards assumption is valid.

5.7: Graphical assessment of proportionality

The plot below shows the log cumulative incidence for the effect of smoking.
Do you think you could assume the effect of smoking is the same throughout the
study?
Interaction: Button: clouds picture (pop up box appears):
The two curves cross at approximately 2 years of follow-up. In the early years of the
study the effect of smoking on mortality was less than non-smoking. However, as
follow-up increases the effect of smoking on death rate increases. From these curves
you can conclude that the effect of smoking on mortality is not constant over the
follow-up period and therefore the proportional hazards assumption is not valid.

5.8: Graphical assessment of proportionality

Before you go on to look at a formal test of the proportional hazards assumption try
the exercise below.
Select the appropriate word from each drop-down menu in the boxes below to
complete the sentence shown.

Cox regression is used to model rates that change

over time.
Parameters for the changing baseline rate are not estimated. The fundamental
assumption of Cox regression is that the effect of an exposure is
throughout the follow-up period. This is known as the
hazards
assumption, since the rate for exposure should be proportional to the rate for the
baseline.
Interaction: Pulldown: Cox regression is used to model rates that change ________
over time.:
Correct Response rapidly (pop up box appears):
Correct
That's right, Cox regression is used to model hazards (rates) that change rapidly
over time.
Incorrect Response slowly (pop up box appears):
No, if we could assume a slowly-changing or constant rate then Poisson regression
could be used. Poisson is a simpler model that makes fewer assumptions. Please try
again.
Incorrect Response unpredictability (pop up box appears):
Cox regression might be appropriate in this case, but it is the rate at which the
hazard changes over time that is important here. Please try again.
Interaction: Pulldown: Parameters for the changing baseline rate are not estimated.
The fundamental assumption of Cox regression is that the effect of an exposure is
___________ throughout the follow-up period:
Incorrect Response high (pop up box appears):
No, the assumption of Cox regression is about how the effect of the exposure
changes over time, not about the actual value of the effect. Please try again.
Correct Response constant (pop up box appears):
Correct
Yes, the effect of exposure is assumed to be constant throughout the follow-up
period. This is necessary because the rates vary rapidly over time and we cannot
measure the changing baseline. Therefore we must assume the relationship between
the baseline rate and rate in the exposed is constant.
Incorrect Response changing (pop up box appears):
No, it is the rates that vary rapidly over time, rather than the effect of the exposure.
We cannot measure this rapidly changing baseline, so what must be assumed about
the effect of exposure? Try again.
Interaction: Pulldown: This is known as the __________hazards assumption, since
the rate for exposure should be proportional to the rate for the baseline.:
Correct Response proportional (pop up box appears):

Correct
Yes, the assumption of a constant exposure effect throughout the follow-up period
means that the effect is constant on a log scale. Therefore, on a hazard scale, the
rates will be proportional hence the term proportional hazards.
Incorrect Response variable (pop up box appears):
The hazards are variable, but that is not what the assumption of constant exposure
effect means. The effect is the ratio between the rates (hazards), so what does a
constant effect imply? Please try again.
Incorrect Response constant (pop up box appears):
No, it is the effect that is constant, not the hazards. The effect is the ratio between
the rates (hazards), so what does a constant effect imply? Please try again.

Section 6: Formal test of proportionality assumption

You can conduct a formal test for departure from the proportional hazards
assumption by comparing hazard ratios in different intervals of time.
Interaction: Button: Show:
To do this you first need to split the data into intervals of follow-up. An unbiased way
to do this is to choose the intervals so they contain the same number of events.
The effect of the exposure is examined in each interval. If the estimates across
intervals are significantly different this is evidence that the effect is not constant over
the follow-up period and the assumption of proportionality is not valid.
Hazard ratio (HR) in 3 time intervals

Notice the three intervals of time are not equal because they are chosen to contain
the same number of events.

6.1: Formal test of proportionality assumption

Let's assess the proportionality assumption this way for 'CHD at entry' and smoking
in the Trinidad follow-up study.
The time of follow-up was from 0 to 10 years. To split the follow-up time into three
intervals the time at which events occurred was examined. The time-intervals were
chosen so that approximately the same number of events occurred in each interval.
This is shown in the table below.
Note: You can also split time at a specific point of interest, e.g. in a clinical trial,
treatment effect at specific periods may change.
Time of follow-up
0 to < 2 years
2 to < 5 years
5 or more years
Total

Number of deaths
27
33
28
88

6.2: Formal test of proportionality assumption

Let's examine the estimates from a Cox regression for the effect of 'CHD at entry'.
Click the blue words below to see the data for each follow-up interval as a table, or
as a cumulative hazard plot.
0 to < 2 years:

Table

Plot

2 to < 5 years:

Table

Plot

5 or more years:

Table

Plot

Examine the hazard ratio estimates and their confidence intervals, do you think you
can assume proportional hazards for 'CHD at entry'?
Interaction: Hyperlink: Table( 0 to < 2 years:):
Time interval: 0 to < 2 years
Variable: Time1

chdstart

Hazard
ratio
2.907241

Standard
error
1.547554

P < |z|

2.005

log likelihood = 94.21821

Interaction: Hyperlink: Plot( 0 to < 2 years:):
Time interval: 0 to < 2 years

0.045

95% confidence
interval
1.024183
8.252478

Interaction: Hyperlink: Table( 2 to < 5 years):

Time interval: 2 to < 5 years
Variable: Time2

chdstart

Hazard
ratio
2.158332

Standard
error
0.923029

P < |z|

1.799

0.072

log likelihood = 176.00358

Interaction: Hyperlink: Plot( 2 to < 5 years):
Time interval: 2 to < 5 years

95% confidence
interval
0.933458
4.990475

Interaction: Hyperlink: Table (5 or more years:):

Time interval: 5 or more years
Variable: Time3

chdstart

Hazard
ratio
1.360623

Standard
error
0.838447

z
0.500

P < |z|
0.617

log likelihood = 126.12672

Interaction: Hyperlink: Plot( 5 or more years:):
Time interval: 5 or more years

95% confidence
interval
0.406638
4.552683

Interaction: Button: clouds picture (pop up box appears):

The hazard ratio in every interval shows an increased hazard of survival for men with
'CHD at entry'. The confidence intervals overlap. You can probably assume
proportional hazards.
Notice in the last interval, > 5 years, the effect is not statistically significant:
HR = 1.36 (95% CI: 0.41 to 4.55); P = 0.6.
Remember, there are few men in the group with 'CHD at entry' at this time of followup.

6.3: Formal test of proportionality assumption

You can test whether the hazards are proportional by including an interaction
between the time interval and 'CHD at entry'. The model with this is shown below.
Interaction: Button: Interpret (pop up box appears):
You can obtain the hazard ratio in each time interval that you have just seen by
multiplying the baseline interval by the corresponding interaction terms.
The hazard ratio for the effect of 'CHD at entry' during 0 to < 2 years is 2.90.
The hazard ratio for the effect of 'CHD at entry' during 2 to < 5 years is 2.90 x
0.74 = 2.15.
The hazard ratio for the effect of 'CHD at entry' for 5 years or more is 2.90 x 0.47
= 1.36.
You can compare this model to the model without interaction to obtain a test for
proportional hazards in the 3 intervals.

The likelihood ratio statistic (LRS) = 0.91, P = 0.6. Therefore, there is no evidence
for non-proportional hazards for 'CHD at entry'.
Cox model with time interval interaction for 'CHD at entry'

chdstart
time2.chd
time3.chd

Hazard
ratio
2.907241
0.742399
0.468012

Standard
error
1.547554
0.506926
0.381102

P < |z|

2.005
0.436
0.932

0.045
0.663
0.351

95% confidence
interval
1.024183
8.252478
0.194723
2.830457
0.094869
2.308821

log likelihood = 396.34851

6.4: Formal test of proportionality assumption

Now let's test the proportionality assumption for the effect of smoking. Click the blue
words below to see the estimates from a Cox regression for each follow-up interval
as a table, or as a cumulative hazard plot.
0 to < 2 years:

Table

2 to < 5 years:

Table

5 or more years:

Plot
Plot

Table

Plot

Examine the estimates and the corresponding plots. Do you think you can assume
proportional hazards for a model that includes exposure to smoking?
Interaction: Hyperlink: Table (0 to < 2 years):
Time interval: 0 to < 2 years
Variable: Time1

smoking

Hazard
ratio
0.938849

Standard
error
0.383288

z
0.155

log likelihood = 154.33885

Interaction: Hyperlink: Plot (0 to < 2 years):
Time interval: 0 to < 2 years

P < |z|
0.877

95% confidence
interval
0.421784
2.089784

Interaction: Hyperlink: Table (2 to < 5 years:):

Time interval: 2 to < 5 years
Variable: Time2

smoking

Hazard
ratio
1.840149

Standard
error
0.640995

P < |z|

1.751

log likelihood = 183.49946

Interaction: Hyperlink: Plot (2 to < 5 years:):
Time interval: 2 to < 5 years

0.080

95% confidence
interval
0.929708 3.642163

Interaction: Hyperlink: Table (5 or more years:):

Time interval: 5 or more years
Variable: Time3
Hazard
ratio
smoking

2.21650
5

Standar
d
error
0.840160

z
2.100

P < |z|
0.036

log likelihood = 140.88691

Interaction: Hyperlink: Plot (5 or more years:):
Time interval: 5 or more years

95% confidence
interval
1.054443

4.659229

Interaction: Button: clouds picture (pop up box appears):

The hazard ratio in the earliest interval shows a non-significant protective hazard for
survival with exposure to smoking. Both intervals above 2 years show an increased
hazard of approximately the same magnitude. However, all the confidence intervals
overlap. So maybe the Hazard ratios in each interval are similar and proportional
hazards can be assumed.

6.5: Formal test of proportionality assumption

You can test whether the hazards are proportional by including an interaction
between the time interval and smoking. This model is shown below.
Interaction: Button: Interpret:
Again, you can obtain the hazard ratio in each time interval by multiplying the
baseline interval by the corresponding interaction terms.
The hazard ratio for the effect of smoking up to 2 years is 0.938.
The hazard ratio for the effect of smoking during 2 to < 5 years is 0.938 x 1.96 =
1.83.
The hazard ratio for the effect of smoking for 5 years or more is 0.938 x 2.36 =
2.21.
Comparing this model to the model without interaction, the likelihood ratio statistic
gave P = 0.26. Therefore, there is no evidence for non-proportional hazards for
smoking.
Cox model with time interval interaction for smoking

smoking
smok.tim
e2
smok.tim
e3

Hazard
ratio
0.938849
1.960006

Standard
error
0.383288
1.051869

0.155
1.254

0.877
0.210

95% confidence
interval
0.421784
2.089784
0.684615
5.611364

2.360875

1.315216

1.542

1.542

0.792280

P < |z|

7.035057

log likelihood = 478.72523

Section 7: Non-proportional hazards

There are a number of reasons why the effect of an exposure may change over time,
and when this happens the proportional hazards assumption of the Cox regression
model is violated.
We can deal with this by splitting the follow-up period into two or more time bands,
and fitting a model in which the effect of the exposure is allowed to vary between
time bands. You will see how to do this in Practical 6.
If you have a variable that is not of central interest but has been measured because
it is a confounder, and if its effect varies over time, then you can stratify your Cox
regression model on this variable, using the strata() option in STATA

Section 8: Summary
This is the end of AS07. When you are happy with the material covered here please
move on to session AS08 .
The main points of this session will appear below as you click on the relevant title.
Use of Cox regression
Cox regression is used to model rapidly changing rates.
In survival analysis, a rate is more commonly referred to as a hazard and the effect
of exposure is a hazard ratio.
The hazard is assumed constant within a timeclick, but is allowed to change over
time.
Proportional hazards assumption
The key assumption for Cox regression is that the effect of an exposure is constant
over time. In other words, the variation in an exposed group is the same as the
variation in the baseline group, resulting in the effect of exposure being constant.
This is called the proportional hazards assumption.
Nelson-Aalen plots

The proportional hazards assumption can be assessed graphically using log

cumulative hazard plots, otherwise known as Nelson-Aalen plots.
The curves in these plots will be parallel if the hazards are proportional.
Interaction with time
To formally assess the proportional hazards assumption you need to create a time
interval variable. You can then include the interaction for the exposure of interest
and the time interval in the Cox regression model. If this interaction is significant the
assumption is not valid. In this case, you must retain the interaction terms in your
model, and report the effect of the exposure separately for each time band. You
assess whether the interaction is significant using a likelihood ratio test.