I built cox proportional hazard model with time-dependent covariates. when I predict survival probability, it wasn't monotonically decreasing for each ID. what is problem and how to handle it?
I suggest you do a kaplan meier plot of your data. This show if there is a problem. BTW did you order your data entry by time.? Please note there's no guarantee that your model is appropriate for this experiment. The kaplan meier plot should help you decide that issue.. A look at a good survival analysis text should be useful as well. Best wishes, David Booth