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Introduction to Survival Analysis in Practice

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Details

Original languageEnglish
Pages (from-to)1013-1038
JournalMachine Learning and Knowledge Extraction
Volume1
Issue number3
DOIs
Publication statusPublished - 8 Sep 2019
Publication typeA1 Journal article-refereed

Abstract

The modeling of time to event data is an important topic with many applications in diverse areas. The collective of methods to analyze such data are called survival analysis, event history analysis or duration analysis. Survival analysis is widely applicable because the definition of an ’event’ can be manifold and examples include death, graduation, purchase or bankruptcy. Hence, application areas range from medicine and sociology to marketing and economics. In this paper, we review the theoretical basics of survival analysis including estimators for survival and hazard functions. We discuss the Cox Proportional Hazard Model in detail and also approaches for testing the proportional hazard (PH) assumption. Furthermore, we discuss stratified Cox models for cases when the PH assumption does not hold. Our discussion is complemented with a worked example using the statistical programming language R to enable the practical application of the methodology.

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Field of science, Statistics Finland

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