Analysis of survival and duration data
[STAT2220]
[15h + 5h] 4 credits
This course is taught in the 1st semester.
Teacher(s): Bianca Teodorescu(supplée Ingrid Van Keilegom), Ingrid Van Keilegom
Language: French
Level: Second
Aims
Main themes
- Right censoring, left truncation
- Some common parametric distribution functions in survival analysis
- Nonparametric estimation of basic quantities (Kaplan-Meier estimator of the survival distribution, Nelson-Aalen estimator of the cumulative hazard function,...)
- Hypothesis testing regarding the equality of two or more survival curves
- Proportional hazards models
- Parametric regression models / accelerated failure time models
- Frailty models
Content and teaching methods
- Nonparametric estimation of basic quantities (Kaplan-Meier estimator of the survival distribution, Nelson-Aalen estimator of the cumulative hazard function,...), the development of some (asymptotic) properties of these estimators, and hypothesis testing regarding the equality of two or more survival curves
- Proportional hazards model (estimation of model components, hypothesis testing, selection of explanatory variables, model validation, ...)
- Accelerated failure time model (estimation of parameters in model, hypothesis testing, model selection, model validation,...)
- Frailty model (introduction, motivation, estimation of model components, ...)
Teaching methods
The course consists of lectures, meetings exercices and an individual project on computer.
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
- The student should have a good knowledge of probability and statistics.
- Good knowledge of SAS or Splus (or any other advanced computer package) is required.
Evaluation
The evaluation consists of :
- an oral exam
- a project on computer, which consists of the analysis of real data.
Teaching materials
The course notes will be distributed during the first lecture.
Others
Professor : Ingrid Van Keilegom, phone : 010/47 43 30, e-mail : vankeilegom@stat.ucl.ac.be
References
Cox, D.R. and Oakes, D. (1984). Analysis of survival data, Chapman and Hall, New York.
Hougaard, P. (2000). Analysis of multivariate survival data. Springer, New-York.
Klein, J.P. and Moeschberger, M.L. (1997). Survival analysis, techniques for censored and truncated data, Springer, New York.