pregnant, educational level attained, and so on. To effectively model the influence of
these variables on the risk of event occurrence, we need to keep track of these
changes. On the other hand, causal inferences for such variables must be tendered
with caution, as these covariates are often subject to influence by the hazard process
itself. Yamaguchi (1991) presents a lucid discussion of the varieties of time-varying
covariates and their role in causal modeling. At any rate, the Cox model that incor-
porates time-varying covariates is
h
i
(t) ⫽ h
0
(t) exp(x
t
i
⬘
ββ
),
where the subscript t on the covariate vector indicates that one or more of the covari-
ates may change in value over time. To simplify the notation in later models, how-
ever, I omit this subscript, with the understanding that the covariate vector may
always include one or more time-varying covariates.
Time-varying covariates are readily specified in Cox regression software such as
STATA or SAS. This is done in PHREG, for example, via programming statements
after the initial specification of the model. As Allison (1995) admonishes, however,
there is no way to check whether these covariate values are being implemented cor-
rectly. One advantage of the discrete-time approach discussed in Chapter 12 is that
the data can be scrutinized to ensure that time-varying covariates are coded correctly.
In the union disruption data there are two time-varying covariates of interest. One
pertains to the eventual marital status of couples who were cohabiting at time 1. Those
cohabiting unmarried in wave 1 who subsequently marry should experience greater
marital stability than those who remain unmarried. Marriage implies a greater com-
mitment to the permanence of the relationship and is more legally binding on the part-
ners. Therefore, the act of marrying, in and of itself, should reduce the risk of a breakup.
Of course, it is also likely that those with higher-quality relationships to begin with are
both more inclined to marry and less likely to break up. In this case the transition to
marriage may be affected by the same process that affects the hazard of disruption and
may not represent a distinct causal influence. In any case, it is desirable to distinguish
cohabitors who remained unmarried throughout the follow-up period from those who
married. Continuous cohabitation can be modeled via a time-invariant dummy. For
cohabitors who married, we can construct a time-varying dummy variable that takes the
value 0 until the month in which marriage occurs, at which point it changes to 1.
The other time-varying element of importance is the advent of a birth to the union.
Several couples experienced the birth of one or more children to the union during the
follow-up period. Having a child, or an additional child, should also mitigate against
union disruption. Couples are motivated to preserve their unions when children are
present due to the desirability of two-parent households for children’s development.
However, as in the case of the transition from cohabitation to marriage, fertility deci-
sions may also be influenced by the hazard of disruption. Couples with troubled rela-
tionships may postpone childbearing in the anticipation that the union might end.
Again, any causal role played by the event of a birth during the follow-up period
should be tentatively entertained. Nevertheless, experiencing a birth can be coded as
REGRESSION MODELS IN SURVIVAL ANALYSIS 405