I want to estimate the risk of mortality after hospital disharge for specific time intervals. Is it a higher risk of mortality in the first two days after discharge compared to the other time intervals.
However, these intervals are not of the same length:
0-2 days
3-7 days
8-30 days
31-90 days
91-183 days
184-365 days
>365 days.

I stset the dataset.
stset vartid, failure(dead) id(id)

stptime, at(2 7 30 90 183 365)
gives me the mortality rate for each time period. This shows that the mortality rate is much higher 5 failures/ 1777 person-time compared to the other periods.

I want to add the time intervals as an indendent variable into a cox regression, but this is not possibe given it is discreet time. I therefore intend to use cloglog instead.

If I split the data set intotime intervals of even lengths such as 183 or 365, I find that there is a higher risk of death in the first six months or the first year compared to the other six months periods or years (max 5 years).

However, if I stsplit the data set at(2 7 30 90 183 365), and add the time intervals as independent variables into the cloglog I find a higher risk in the time intervals with the most days, as it does not take into account person-time.

I want to include the time-intervals into the regression, but how to do this and take the person-time into account at the same time?

Anyone who can help me with this problem?