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I am looking for a good book/tutorial to learn the survival analysis. I am also interested in references on doing survival analysis in R

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community wiki please. Your question does not have an 'objective best' answer. – user28 Jul 31 '10 at 2:04

10 Answers

up vote 7 down vote accepted

I like:

The first does a good job of straddling theory and model building issues. It's mostly focused on semi-parametric techniques, but there is reasonable coverage of parametric methods. It doesn't really provide any R or other code examples, if that's what you're after.

The second is heavy with modeling on the Cox PH side (as the title might indicate). It's by the author of the survival package in R and there are plenty of R examples and mini-case studies. I think both books complement each other, but I'd recommend the first for getting started.

A quick way to get started in R is David Diez's guide.

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For a very clear, succinct and applied approach, I highly recommend Event History Modeling by Box-Steffenmeier and Jones

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"Survival analysis using SAS: a practical guide" by Paul D. Allison provides a good guide to the connection between the math and SAS code - how to think about your information, how to code, how to interpret results. Even if you are using R, there will be parallels that could prove useful.

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Although this is the only Paul Allison text I have read, I would like to say various other texts of his have come highly recommended for me to read. Even if you don't use SAS (I have in the past so I was familiar with the code, although when I read this book I had completed migrated to other software) it is a really excellent book on survival analysis. – Andy W Oct 22 '10 at 3:47

David Collett. Modelling Survival Data in Medical Research, Second Edition. Chapman & Hall/CRC. 2003. ISBN 978-1584883258

Software section focuses on SAS not R though.

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Take a look at the course page for Sociology 761: Statistical Applications in Social Research. Professor John Fox at McMaster University has course notes on survival analysis as well as an example R script and several data files.

For another perspective, see Models for Quantifying Risk, 3/e, the standard textbook for actuarial exam 3/MLC. The bulk of the book, chapters 3-10, covers survival-contingent payment models.

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I learned from Hosmer & Lemeshow & May, which covers the basics. It also helped that I found a really cheap copy...

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Survival Analysis: A Self-Learning Text by Kleinbaum and Klein

is pretty good. It depends on what you want. This is more of a non-technical introduction. It's focused on practical applications and minimizes the mathematics. Pedegocially, it's also intended for learning outside of the classroom.

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I found "Analysis of survival data" by Cox and Oakes (Chapman and Hall Monographs on Statistics and Applied Probability - vol. 21) to be very readable and informative. No material on survival analysis in R though.

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Sage pubs book, Introducing Survival and Event History Analysis by Melinda Mills, has been build for an R users' adience.

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I'm surprised no one has mentioned it, but there is a book that exactly meets your specifications:

Tableman & Kim. Survival Analysis using S. Chapman & Hall/CRC.

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