Survival Analysis

16 important questions on Survival Analysis

Types of survival data:

- Stock sample
- Inflow sample
- Outflow sample
- Population sample

OLS regression model survival analysis:

T = alpha + Xbeta + epsilon

Where can OLS not account for?

- Censoring.
- Time varying covariates
- Duration dependence
  • Higher grades + faster learning
  • Never study anything twice
  • 100% sure, 100% understanding
Discover Study Smart

Properties survivor function:

0 <= S(t) <= 1
S(0)=1
lim t -> inf S(t) = 0
dS/dt < 0

Negative duration dependence:

Over time, people become less likely to leave spell.

Survivor function S(t):

The probability that the duration T exceeds value t.

Where is the hazard rate similar to:

To the conditional probability of having a spell length of exactly t, conditional on survival up to time t.

Transformation hazard rate:

labda(t) = f(t)/S(t) = f(t)/(1-F(t))

What kind of estimator is the KM estimator?

A nonparametric estimator for S(t).

How can the KM estimator be interpreted?

As the joint probability of surviving to time t.

Specifications of hazard functions:

- Exponential: labda(t) = gamma, S(t)=exp(-gamma*t)
- Weibull: labda(t)=gamma*alpha*t^(alpha-1), S(t)=exp(-gamma*t^alpha)

Appropriate likelihood contributions:

- Complete duration: f(ti)
- Left truncated at tL: f(ti)/S(tL)
- Left censored at TcL: 1 - S(tcL)
- Right censored at TcR: R(tcR)
- Right truncated at tcR: f(tR)/(1-S(tcR)
- Interval truncated: S(tcL) - S(tcR)

How can we account for observed heterogeneity between individuals?

With a proportional hazard model.

Interpretation hazard coefficients:

A unit increase of xj changes the hazard rate by the factor exp(bj).

What does the Cox proportional hazard model do?

It is a semiparametric approach that combines a nonparametric specification of the baseline hazard with the proportional hazard assumptions.

Approach Cox proportional hazard model

1. Arrange the observations in the order that transitions occur form t1 to tn.
2. At any point of time tj the set of observations that are at risk will be R(tj).
3. Conditional probability of tailing at time tj is:
P(Tj=tj|R(tj))=exp(xj'beta)/sum exp(xl'beta)

The question on the page originate from the summary of the following study material:

  • A unique study and practice tool
  • Never study anything twice again
  • Get the grades you hope for
  • 100% sure, 100% understanding
Remember faster, study better. Scientifically proven.
Trustpilot Logo