While methodologists have provided us ample notice of both the problem of non-proportional hazards and the means of correcting them, less attention has been paid to the post-estimation interpretation. The suggested inclusion of time interactions in our models is more than a statistical fix: these corrections alter the substantive meaning and interpretation of results. Framing the issue as a specific case of multiplicative-interaction modeling, I provide detailed discussion of the problem of non-proportional hazards and present several appropriate means of interpreting both the substantive impact and the significance of variables whose effects may change over time.
Postprint version. Published in Political Analysis, Volume 19, Issue 2, Spring 2011, pages 1-41.
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Political Analysis following peer review. The definitive publisher-authenticated version [Licht, A.A. (2011). Change Comes with Time: Substantive Interpretation of Non-Proportional Hazards in Event History Analysis. Political Analysis, 19(2), 227-243. DOI: 10.1093/pan/mpq039] is available online at: http://pan.oxfordjournals.org/content/early/2011/03/29/pan.mpq039.