Survival analysis is concerned with modelling the time before subjects change state, typically time until death or failure. One key feature of such data is that they can be censored, that is, some subjects will not have changed state before the study ends.

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Difference between Cox Proportional Harzards Model and interval-based logistic model for survival regressions

I have a dataset of timestamped trader transactions (to the second). I want to conduct a survival analysis on the trades where a trade is started at startTime and ...
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5 views

Cox MSM or Recurring Event?

I have dataset containing clients' history of active and inactive periods (if there is any) up to present day. Also lots of info as time dependent covariates. I want to model this as MSM, where both ...
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26 views

Stata vs. R survival differences; weibull scale is different, problems predicting manually

I am trying to do some survival analysis in R and as a starting point, I want to make sure I can replicate a previous analysis. I notice differences and I will demonstrate them here. I feel like there ...
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30 views

Discrete survivor function expressed in terms of hazard

Let $T$ can take on values $t_1,t_2,\ldots,$ with $0\le t_1\le t_2,\ldots,$ and let the probability function be $$f(t_j)=Pr(T=t_j),\quad j=1,2,\ldots$$ The survivor function is then $$S(t)=Pr(T\ge ...
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25 views

What model fit / predictive accuracy measure can be used to cross validate a Cox PH model with censored data?

How would you go about validating a Cox PH model with censored data? I am trying to run a Cox PH model on a dataset with observations that failed, and observations that are censored. Normally, I use ...
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2 views

Best packages for Cox models with time varying covariates

I am working on a project using Cox models with time varying covariates. My questions are: What are some good examples of conducting this analysis? What is the best R package to conduct this ...
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5 views

Modelling credit risk by Ornstein Uhlenbeck process incorporating macro economic variable

I have a data set on default, application score and some macroeconomic variable, I want to model the next default as poison process whose parameter is itself random, it comes from an ornstein ...
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1answer
22 views

How to calculate adjusted HR?

What is the difference between crude HR and adjusted HR in Cox regression? How do we calculate adjusted HR?
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21 views

Can Cox models be used with time-varying covariates?

I work at a hard drive manufacturer. In my project, we have huge sets of testing data of hard drives. Most of them are time-varying covariates. My colleges are using cox regression. I doubt it. ...
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14 views

Can two separate regression coefficients be added to estimate their mutual effect?

Let's say I perform a Cox regression including 3 predictors that relate to the survival: Hazard ratios (HR) for predictors Sex: Hazard ratio for males = HR 1.5 Treatment: Hazard ratio for being ...
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50 views

Probability distribution of functions of random variables

A system will function as long as at least one of three components functions. When all three components are functioning, the distribution of the life of each is exponential with parameter ...
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10 views

survival analysis [closed]

Let’s say failure of a light bulb follows the exponential distribution with h(t) = 0.5, where t is in months. a) Calculate the probability that the light bulb will survive more than 3 months. b) ...
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1answer
23 views

Schoenfeld residual independent of time?

I've seen it claimed (e.g. in these notes ) that "Schoenfeld residuals are, in principle, independent of time." Can this be right? Consider the following situation: You are using a Cox model to ...
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26 views

How to impute cause of failure with mice?

In survival data, I have a variable cause of death, coded cause 1 and cause 2. Some of the patients are censored and the rest are dead from the cause 1 or 2. I have missing values on cause of death, ...
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1answer
26 views

In comparing survival estimates, why are there overlapped confidence intervals but still significant difference?

Below is the graph of Kaplan-Meier estimates comparing between males and females So it looks like there is substantial overlapping between two confidence intervals (Hall-Wellner confidence bands) ...
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1answer
19 views

What are some approaches to implementing survival models that update predictions in continuous time?

I'm interested in updating predictions from survival models, in cases where you have time dependent covariates that are a) continuous and b)change in continuous time. For example, you want to ...
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8 views

Q: texts on Markov chain survival analysis

I'm looking for good introductory texts (books, papers,..) on survival analysis using Markov chains. Both theory and application in the medical sciences/epidemiology. I only found the vignette of the ...
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1answer
21 views

Hazard ratio and confidence intervals from a cox PH model

I have a general question: if a confidence interval for the point estimate of HR crosses 1.0, does that mean automatically that the p-value is not significant? In other words, do these two go hand in ...
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37 views

Am I coding and interpreting multiple Heaviside Functions correctly in a Cox model

I am wondering if I am coding multiple Heaviside Functions correctly in a cox model using R. There are plenty examples of Using 2 heaviside functions but i cannot find good examples of 3 or more HS ...
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34 views

Comparing different methods of discrete-time survival analysis

I'm investigating a discrete time survival problem (the units are months and exit times range from month 1 to 36). From looking around so far, it seems like there are a few different types of model ...
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8 views

Error message fitting survival function with nls [closed]

I am trying to fit a survival function using nls as I had trouble with optim. This is full set of code I used. a=0.018 b=5.01 c=50000 d=2.29 ...
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1answer
42 views

Which model to use for survival analysis when there are different times of entry into the sample?

I have a data set containing the trades executed by many traders as follows: ...
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1answer
18 views

Cross validation of a survival model- what to make of “random effects” of parameter estimates?

This is a question surrounding k-fold cross validation for time to event data. I am interested in what to do with the knowledge that certain variables fail to perform as well within some of the ...
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2answers
49 views

Schoenfeld residuals and Categorical variables with multiple categories

I am having a bit of trouble with my survival data. Basically I am trying to assess whether or not the cox proportional hazard assumption is met, by ploting the schoenfeld residuals in R. I have ...
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1answer
102 views

Survival analysis: Multiply impute 5 datasets to average one propensity score then analyze OR pool the estimate from 5 imputed datasets?

I have a question regarding the use of propensity score in a survival analysis with use of mutliple imputation to handle missing data. The question is of theoretical nature and may well apply to other ...
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46 views

Differences between logistic regression parameter estimates and Cox-proportional hazard parameters

We have been working on a survival analysis. We are examining tree seedling survival over a decade with annual to biannual census intervals. We have been using the package coxme in R for a mixed ...
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12 views

C-statistic for comparison of incidence rate poisson to cumulative incidence logistic models

I'm looking to compare the capacity of two models for predicting who does, and who does not, develop a certain infection during a hospital stay. Both models are based on the exact same patients, but ...
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11 views

Regressing scale parameter of Weibull distribution against covariates

To handle clustered survival data w.r.t. a set of covariates $\mathbf{z}$, it is conventional to introduce Cox's proportional hazard rate or Accelerated failure time models. If a parametric baseline ...
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3answers
116 views

Intepretation of Kaplan Meier with truncated and right censored data

I cannot seem to understand the interpretation of the Kaplan-Meier with truncated data. Here, we have associated, with the j:th individual, a random age $L_j$ at which he/she enters the study ...
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14 views

R Packages for rank-preserving structural failure time model (RPSTM)

I have a randomized clinical trial data that has high percentage(30-40% in both arms) switching over to a different treatment regimen. By browsing through some literature, I am inclined to perform ...
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1answer
59 views

Calculating Sample Size for Non-Inferiority Test in Cox Proportional Hazards Regression With Stratification

I have a binary predictor, X, in a Cox proportional hazards regression model, and I want to show that it is NOT a significant predictor. In other words, I want to show that there is not a significant ...
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1answer
43 views

Determining sample size for proportional hazard

I am in the design phase for a longitudinal study examining the effect of a predictor (neighborhood risk score) on time to an outcome (re-arrest), as well as whether or not the variation explained by ...
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18 views

Statistical analysis of time to event data

If I have 2 events of interest, lets say $X$ and $Y$. I would like to know, what is the influence of $Y$ on $X$. It's like a correlation between 2 events, but I'm not sure what is the formal test for ...
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77 views

How to determine if the occurrence of two events is temporally connected?

I'm working on a dataset where I have dates as the main unit of analysis. I'm trying to see if two events are related; that is, if the first event happens, will the second event happen within a month ...
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142 views

Measuring length of intervention effect

I ran a study in which participants were randomized to either a control or an intervention, with outcomes in the form of time-to-event data. While overall time-to-event is shorter in the intervention ...
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2answers
28 views

What estimator to use in Cox model

I am using R/survival to analyze survival data from cancer patients. I have recently learned that there are many kinds of estimators for the Cox model, and I understand, that in theory, their order of ...
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1answer
37 views

Hazard function for proportional odds model

The Cox proportional hazards model for survival data with covariate ${\bf z}$ is defined through the hazard function $h(t,{\bf z})$ by $$ h(t,{\bf z}) = h_0(t)~\cdot\theta~~,~~~\theta = \theta(\beta, ...
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18 views

Test for paired right censored data

I have a paired right censored data eg. ...
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166 views

A peer-reviewer wants more complex statistical modeling - is it reasonable?

I've submitted a manuscript to a journal and the associate editor wrote that his readers will want to know more about how the predictor of main interest (occupation) is related to death, and this will ...
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16 views

Cox Regression Analysis

I am trying to model the inter-arrival time between events as a survival model that depends on a set of covariates. So, I treat each event as a "death" in my model and therefore, calculate the ...
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1answer
32 views

Parametric distribution for time to event data - where event is 'uncertain'

Is there a canonical approach to deal with the modeling of time to event ($A$) where $P(A) \ne 1$. For instance, assume the marriage rate is 50%. The study is a set of times (ages) until marriage ...
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10 views

Using nonstationary independent variables in a panel survival model

I am debating with someone over the appropriate use of time series variables in a survival model. We have an unbalanced panel with a survival outcome (0,1), time-invariant features of the panel units, ...
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1answer
69 views

Interpretation of interaction between covariates and time in cox regression

If I have a categorial variable (let's say $X$) and a continuos variable (let's say $Y$). IF I fitted a standard cox model, it will result in a violation of the constant HR over time (based of ...
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1answer
67 views

Difference between Kaplan Meier Estimator and the Empirical CDF

In survival analysis, you often use the nonparametric maximum likelihood estimator (i.e. Kaplan-Meier estimator) of the survival function $S(t)$. Since $S(t) = 1 - F(t)$, shouldn't we also be able to ...
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109 views

Is there a way to model left truncated and interval censored data in R or SAS?

We have a study where our participant underwent some surgery at time = 0, but at various ages. Our follow-up is based only on Medicare age-eligible people, so we have to wait until they reach the age ...
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1answer
74 views

Average hazard rate with Cox proportional hazard model always larger than the hazard rate without any explanatory variables?

I am estimating a Cox proportional hazard model with and without explanatory variables. Without explanatory variables, the hazard rate is just the proportion of all individuals that failed at time ...
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1answer
30 views

Is Cox PH model still applicable when proportional assumption is violated for treatment effect?

I am using Cox proportional hazard model to compare the survival of two groups (treatment vs control) of patients. However, hazard rates were not proportional between the groups. Now, would it make ...
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1answer
52 views

Extrapolating the effect of covariable changes in Cox proportional hazards models

I have a Cox proportional hazards model in R (see made-up example below) that models the effect of some variable, say weight. From this model, I'd like to extrapolate what a change in weight from say ...
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45 views

Can I use survival analysis to model employee attrition when employees have different start dates?

I have a dataset of a few thousand employees and want to compare time-to-terminate by their source of hire. The data is for a four year period. Out of the dataset about 15% have terminated, while the ...
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1answer
62 views

Interpretation of Cox regression with time varying covariates

After fitting my model to a time varying cox regression, let's say I have a continuos variable $ X $. The hazard ratio of this variable will be higher than 1 (about 2 and it is significantly ...