Cox regression drops cases censored before first event time
I'm running a Cox regression analysis. The Case Processing Summary table discusses cases dropped. I understand the Cases with missing values and Cases with negative time lines, but not the line for Censored cases before the earliest event in a stratum. What is this saying?
The Cox regression procedure maximizes a partial likelihood function that evaluates the data at each observed event time, comparing the case(s) with that event time to other cases remaining in the risk set. The risk set consists of all cases with survival or censoring times at least as large as this event time. A case that is censored before a given event time (or that has an earlier event time) does not contribute to this comparison. A case that is censored prior to the first event time thus makes no contribution to the estimation and is thus dropped or not used.