5.3. Cox Regression with Fixed Effects

Now we're ready to introduce fixed effects into the Cox regression model. As usual, this makes it possible to control for all stable predictor variables, while at the same time addressing the problem of dependence among the repeated observations. As in earlier fixed effects models, αi represents the combined effects of all stable covariates:

How can we estimate equation (5.3) for our birth interval data? One obvious possibility is to put dummy variables in the model for all women (except one). This method worked well for the Poisson and negative binomial regression models in chapter 4, but it runs into ...

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