Practical problems in fitting a proportional hazards model to data with updated measurements of the covariates

We review and discuss the practical problems encountered when analysing the effect on survival of covariates which are measured repeatedly over time. Specific issues arise over and above those met with the standard proportional hazards model and concern all stages of data preparation, data analysis and interpretation of the results. Data from a randomized clinical trial of patients with primary biliary cirrhosis, on whom several measurements were taken at regular intervals after entry, are presented as an illustration.