ST5212: Survival Analysis
(2008-2009 Semester II)
Schedule:
Time: Wednesdays 7pm - 10pm
Venue: S16/06-118
Final Exam: 06 May 2009 (Wednesday) 7 - 9pm Venue: LT31
Course Objective:
To equip the students with the methodology for analyzing
censored and truncated data
To help the students acquire certain tastes on the theory of
survival analysis
To nurture general statistical thinking
Text Book:
J.P. Klein and M. L. Moeschberger
Survival Analysis: Techniques for censored
and truncated data.
2nd ed. 2003, Springer
Website: http//[Link]/homepgs/klein/[Link]
Assessment:
Tutorial attendance 10%
Middle term exam 30%
Final exam 60%
Instructor: Prof. Chen Zehua
Office: S16-07-108
Tel: 6516-6307
Email: stachenz@[Link]
Course Outline
1. Special features of survival data: Censoring and Trun-
cation
• Right censoring
• Left or interval censoring
• Truncation
• Likelihood construction for censored and truncated data
2. Basic Quantities and Models
• The survival function
• The hazard function
• The mean residual life function and median life
• Common parametric models for survival data
• Regression models for survival data
• Models for competing risks
3. Nonparametric Estimation of Basic Quantities for Right-
censored and Left-truncated Data
• Estimators of the survival and cumulative hazard functions for
right-censored data
• Pointwise confidence intervals for the survival function
• Confidence bands for the survival function
• Point and interval estimates of the mean and median survival
time
• Estimators of the survival function for left-truncated and right-
censored data
• Summary curves for competing risks
4. Hypothesis Testing
• One-sample tests
• Tests for two or more samples
• Tests for trend
• Stratified tests
• Renyi type tests
• Test based on differences in outcome at a fixed point in time
5. Semiparametric Proportional Hazards Regression with
Fixed Covariates
• Coding covariates
• Partial likelihoods for distinct-event time data
• Partial likelihood when ties are present
• Local tests
• Discretizing a continuous covariate
• Model building using the proportional hazards model
• Estimation of the survival function
6. Refinements of the semiparametric Proportional Haz-
ards Model
• Time-dependent covariates
• Stratified proportional hazards models
• Left truncation
7. Regression Diagnostics
• Cox-Snell residuals for assessing the fit of a cox model
• Determining the functional form of a covariate: martingale
residuals
• Graphical checks of the proportional hazards assumption
• Deviance residual
• Checking the influence of individual observations