Hi,

"Follow_up" (between 1 and 24 months) is the time variable. "Status" (0=IN, 1=OUT) is the failure variable. Independent variables are age (groups), gender, sector, province, gross minimum monthly wage range (groups).

Gender (female, male), Age_groups (<25, 25-34, 35-44, >=45), Sectors (government, private), Province (10 of them), GMMWR (GM, GM-3GM, 3GM-5GM, >5GM)

I have conducted a cox regression model and checked for PH assumption. Realized that "except province" all my independent variables violated the assumption. A time ago, for another data, as a solution to this, i used stratified cox regression models. At that time, only one of the variables violated the assumption, so it was an "fairly" easy task. But in this situation, 4 variables violating the PH assumption, stratified cox regression modeling would be a bit "tricky" (i guess!!).

So as a solution i am willing and trying to conduct "Extended" Cox regression model with time varying covariates.

I have several questions about this procedure.

1) Is choosing "Extended cox regression model with time varying covariates" rather than "stratified models" correct, or practical at least?

If so;

2) My initial model codes are as follows;

stset Follow_up, failure(Status==1)

stcox i.Gender i.Age_groups i.Sector i.Province i.GMMWR, nohr

So at this stage, how do i insert the time varying variables. I have seen both of the following methods on different sources.

a) stcox i.Gender i.Age_groups i.Sector i.Province i.GMMWR, tvc(i.Gender i.Age_groups i.Sector i.GMMWR) texp(_t) nohr
b) stcox i.Province, tvc(i.Gender i.Age_groups i.Sector i.GMMWR) texp(_t) nohr

Which one is correct? And also, should i use _t or ln(_t)?

3) If "a" is the right choice; how do i interpret the estimates since i have 2 for each variable. For example for gender and age results are as follows;
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Thank you for your answers.