Understanding Landmarking and Its Relation with Time-Dependent Cox Regression

Time-dependent Cox regression and landmarking are the two most commonly used approaches for the analysis of time-dependent covariates in time-to-event data. The estimated effect of the time-dependent covariate in a landmarking analysis is based on the value of the time-dependent covariate at the landmark time point, after which the time-dependent covariate may change value. In this note we derive expressions for the (time-varying) regression coefficient of the time-dependent covariate in the landmark analysis, in terms of the regression coefficient and baseline hazard of the time-dependent Cox regression. These relations are illustrated using simulation studies and using the Stanford heart transplant data.