A time-varying covariate is a term used in
statistics, particularly in
survival analyses. It reflects the phenomenon that a
covariate is not necessarily fixed. For instance, if one wishes to examine the link between area of residence and cancer, this would be complicated by the fact that study subjects move from one area to another. The area of residency could then be introduced in the
statistical model as a time-varying covariate. In survival analysis, this would be done by splitting each study subject into several observations, one for each area of residence. For example, if a person is born at time 0 in area A, moves to area B at time 5, and is diagnosed with cancer at time 8, two observations would be made. One with a length of 5 (5 - 0) in area A, and one with a length of 3 (8 - 5) in area B.
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Time-dependent covariates occur when the effect of the covariate on survival is dependent on time (i.e., the conditional hazard at each point in time is a function of the covariate and time).
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