Showing posts with label survival analysis. Show all posts
Showing posts with label survival analysis. Show all posts

Survival Analysis: A Self-Learning Text (Statistics for Biology and Health) Review

Survival Analysis: A Self-Learning Text (Statistics for Biology and Health)
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Kleinbaum's Survival Analysis: A Self-Learning Text is an excellent nontechnical introduction to survival analysis. Survival analysis are statistical techniques that addresses the problem of how much time it takes for an event to occur. The techniques is widely used in medical research, and my interest in it comes from wanting to explore how long it will take for a person to refinance a loan. Kleinbaum explores the topic in a straightforward, and easy-to-follow manner. The topics are illustrated through numerous figures, diagrams, and analysis of real data sets. Kleinbaum uses a minimial amount of mathematics and carefully leads the reader through any math that is used. The book concentrates on the Cox Proportional Hazard model which is the most widely used technique in survival analysis. Given the introductory nature of the book one will not find materials covering other models. Someone with some mathematical knowledge, one semester of calculus, and a semester of statistics and a semester of undergraduate econometrics would get the most out of this book. If you are looking for an introduction to survival analysis this is a great place to start. I feel I have a strong foundation to start using survival analysis at my job and continue with a more technical exploration.

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An excellent introduction for all those coming to the subject for the first time.New material has been added to the second edition and the original six chapters have been modified.The previous edition sold 9500 copies world wide since its release in 1996.Based on numerous courses given by the author to students and researchers in the health sciences and is written with such readers in mind. Provides a "user-friendly" layout and includes numerous illustrations and exercises. Written in such a way so as to enable readers learn directly without the assistance of a classroom instructor. Throughout, there is an emphasis on presenting each new topic backed by real examples of a survival analysis investigation, followed up with thorough analyses of real data sets.

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Modeling Survival Data: Extending the Cox Model (Statistics for Biology and Health) Review

Modeling Survival Data: Extending the Cox Model (Statistics for Biology and Health)
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Terry Therneau is a research statistician at the Mayo Clinic and Patricia Grambsch is a Professor of Biostatistics at the University of Minnesota. The Cox proportional hazards model has been one of the key methods for analyzing survival data with covariates for the last 25 years. Proportionality is a key assumption that limits its use. There has long been a need to find methods which diagnose when the hazard rates are not proportional and provide alternative methods in such situations. Using the theory of counting processes the authors are able to extend the Cox model to more general situations including multiple/correlated event data using either marginal models or random effects (frailty) models. Time dependent covariates are also covered. Some of the theory of martigales and counting processes is included to make the book self-contained. Generalized residuals are used to identify outlying and influential observations (analogous to ordinary regression) and also to assess the proportional hazards assumption.
Although the topics are advanced and the mathematical level is high the book is designed for practitioners, emphasizing applications and providing numerous examples, many from the authors' experience. Statistical analyses are done in SAS and SPlus. The authors tend to use SAS for data management and analysis and SPlus for diagnostics and other plots. Therneau is an expert programmer who has written much of the necessary software in both systems.
Therneau gave an excellent short course that I attended a couple of years ago at the Joint Statistical Meetings based on a draft of the text. The finished product is as good as I expected.
The appendices include SAS and S-Plus tutorials on survival analysis and provide SAS Macros and S functions to apply the new methodology.
The book is now (December 2008) in its 6th printing which is another testament to its value and popularity and a nice deal at amazon's current price of $87. But O'Quigley's book is out now too. So maybe Terry and Patricia should be thinking about doing a revision if they don't already have one in the works.


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This book is for statistical practitioners, particularly those who design and analyze studies for survival and event history data. Building on recent developments motivated by counting process and martingale theory, it shows the reader how to extend the Cox model to analyze multiple/correlated event data using marginal and random effects. The focus is on actual data examples, the analysis and interpretation of results, and computation. The book shows how these new methods can be implemented in SAS and S-Plus, including computer code, worked examples, and data sets.

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Event History Modeling: A Guide for Social Scientists (Analytical Methods for Social Research) Review

Event History Modeling: A Guide for Social Scientists (Analytical Methods for Social Research)
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This is excerpted and slightly modified from a published review (Perspectives on Politics Volume 3, June 2005) I wrote of this book, which I like quite a bit and regularly recommend and assign to my political science graduate students.
Event History Modeling: A Guide for Social Scientists provides a broad and in-depth introduction to duration analysis for political scientists and for social scientists in general. This book will instantly become the go-to guide for most political scientists interested in event history analysis and should become a staple on syllabi for graduate courses for years to come. The authors cover a broad range of important topics, employing a combination of mathematical detail and verbal discussion; important concepts are illustrated with examples using political science data that readers can download. For a book on statistical methods, Event History Modeling is quite readable and the authors do a commendable job of presenting a great variety of issues and making clear recommendations.

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Here is an accessible, up-to-date guide to event history analysis for researchers and advanced students in the social sciences.The foundational principles of event history analysis are discussed and ample examples are estimated and interpreted using standard statistical packages, such as STATA and S-Plus.Recent and critical innovations in diagnostics are discussed, including testing the proportional hazards assumption, identifying outliers, and assessing model fit.The treatment of complicated events includes coverage of unobserved heterogeneity, repeated events, and competing risks models. The authors point out common problems in the analysis of time-to-event data in the social sciences and make recommendations regarding the implementation of duration modeling methods.

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Applied Survival Analysis: Regression Modeling of Time to Event Data (Wiley Series in Probability and Statistics) Review

Applied Survival Analysis: Regression Modeling of Time to Event Data (Wiley Series in Probability and Statistics)
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The authors provide a really nice, non-technical survey of the landscape for Cox Proportional Hazards models. A nice aspect of their treatment is the care they take to reference all highly technical texts and journal articles. For example, if you'd like to find out more about goodness-of-fit tests for survival models, the authors provide ample references to the Counting Process Theory of Martingale Residuals.
The first chapter discusses the basic characteristics of survival data, including the notion of censoring (in all of its various forms). Examples of the principle types of censoring are included. The chapter also includes introductory material on the general survival model, including a nice description of the log likelihood function. Curiously, the rigorous definition of the hazard function has been omitted, probably to avoid intimidating readers who are not familiar with formal limits.
Chapter 2 continues to build up the general survival model and introduces the relationship between the survivor function and the cumulative hazard. Pointwise estimators for the survivor function are discussed, including the Kaplan-Meier estimator along with the various variance estimators. Test statistics for comparing two survival populations are introduced, including the Log-Rank and General Wilcoxon statistics. The reader is encouraged to read the counting process treatments of these statistics to see why they produced defensible hypothesis tests.
Chapter 3 is devoted to the Cox Model and Cox's partial likelihood function. Tests for significance of the coefficients are introduced, included the Wald test, log likelihood ratio test and the score test. These are used heavily in the later chapters as the basis of a model-building methodology.
Chapter 4 is a very short, but nicely written chapter explaining how to interpret the values of each regression coefficent. It also describes covariate-adjustment techniques for model diagnostics.
Chapter 5 is just a wonderful chapter which outlines classical model building techniques. This is a great chapter for anyone who has ever been thrown a ton of data (with a bushel of possible covariates) and asked to "fit a model to this stuff".
Readers who have done a lot of purposeful fitting of linear regression models won't find the basic techniques new, but use of survival specific residuals and selection criterion will probably be an eye-opener. The section on assessing the functional form for continuous covariates is also nicely written.
However, the section on Best Subsets Selection was a little too "cook-booky" for my taste.
Chapter 6 is another very nice chapter on goodness-of-fit. It discusses analysis of the various residuals and their use for analysis outliers, testing proportional hazards assumptions and overall Goodness-of-Fit.
Chapter 7 discusses the standard extensions of the Cox model, including stratification and time-varying covariates. Chapter 8 discusses parametric survival models, and is a good introduction to the SAS procedure LIFEREG. The generalization of the Cox model to recurring event data (also know as Aalen's multiplicative intensity model) can be found in Chapter 9.
My only complaint is that each chapter was designed to be read in one sitting. Individual ideas, topics and formulas can be buried in a seemingly unbroken chain of paragraphs. The lack of sub-sub section titles,etc, makes using the text as is somewhat cumbersome to use as a desk reference. I've gotten around this limitation by marking key concepts, etc., in the margin in order to give a "quick search" capability enhancement to the index.


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THE MOST PRACTICAL, UP-TO-DATE GUIDE TO MODELLING AND ANALYZING TIME-TO-EVENT DATA—NOW IN A VALUABLE NEW EDITION
Since publication of the first edition nearly a decade ago, analyses using time-to-event methods have increase considerably in all areas of scientific inquiry mainly as a result of model-building methods available in modern statistical software packages. However, there has been minimal coverage in the available literature to9 guide researchers, practitioners, and students who wish to apply these methods to health-related areas of study. Applied Survival Analysis, Second Edition provides a comprehensive and up-to-date introduction to regression modeling for time-to-event data in medical, epidemiological, biostatistical, and other health-related research.
This book places a unique emphasis on the practical and contemporary applications of regression modeling rather than the mathematical theory. It offers a clear and accessible presentation of modern modeling techniques supplemented with real-world examples and case studies. Key topics covered include: variable selection, identification of the scale of continuous covariates, the role of interactions in the model, assessment of fit and model assumptions, regression diagnostics, recurrent event models, frailty models, additive models, competing risk models, and missing data.
Features of the Second Edition include:
Expanded coverage of interactions and the covariate-adjusted survival functions
The use of the Worchester Heart Attack Study as the main modeling data set for illustrating discussed concepts and techniques
New discussion of variable selection with multivariable fractional polynomials
Further exploration of time-varying covariates, complex with examples
Additional treatment of the exponential, Weibull, and log-logistic parametric regression models
Increased emphasis on interpreting and using results as well as utilizing multiple imputation methods to analyze data with missing values
New examples and exercises at the end of each chapter

Analyses throughout the text are performed using Stata® Version 9, and an accompanying FTP site contains the data sets used in the book. Applied Survival Analysis, Second Edition is an ideal book for graduate-level courses in biostatistics, statistics, and epidemiologic methods. It also serves as a valuable reference for practitioners and researchers in any health-related field or for professionals in insurance and government.

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