Fixed Effects Regression Methods for Longitudinal Data Using SAS

5.4. Some Caveats

Despite the attractions of fixed effects Cox regression, it also has the usual disadvantages. As with other fixed effects methods we've employed, there may be a substantial loss of power compared with the conventional analysis. In this example, any woman with only one birth interval gets excluded because that interval can't be compared with any others. This eliminates 2,109 birth intervals. Second, among women with exactly two birth intervals, if the second interval (which is always censored) is shorter than the first, both intervals will be excluded. Here's why. Suppose the first interval is 28 months long, and the second interval is censored at 20 months. In constructing the partial likelihood for the birth that occurs at ...