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Treat everyone with sincerity, they will certainly appear likeable and friendly. Survival Analysis. Parametric Regression Models. Abbreviated Outline. Proportional hazards (PH) modeling Accelerated failure time (AFT) modeling Diagnosis for models/ model selection. Notation.
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Treat everyone with sincerity, they will certainly appear likeable and friendly.
Survival Analysis Parametric Regression Models
Abbreviated Outline • Proportional hazards (PH) modeling • Accelerated failure time (AFT) modeling • Diagnosis for models/ model selection
Notation • Y: survival time • X: covariate vector • hx(y): the hazard function of Y given X • Sx(y): the survival function of Y given X • Yx: Y given X
Proportional Hazards Model hx(y) = h0(y)*g(X) Hazard function of Y given X Baseline hazard function A positive function Common choice of g(x):
Accelerated Failure Times Model Yx * g(X) = Y0 Sx(y) = S0(yg(X)) Baseline survival function Common choice of g(x):
Notes • AFT model = PH model if and only if the survival time is Weibull distributed. • A more robust (semi-parametric) method has been developed for the PH model and so fitting the parametric PH model will not be demonstrated here.
Several AFT Models • Weibull AFT model • Lognormal AFT model
Model Diagnosis SAS reference: SAS textbook Chapter 4 • Checking the parametric model for Y • Checking the AFT assumption • Residual analysis
Model Diagnosis Checking the model for Y: • If no censored observations, use Q-Q plots. • If with censored observations, compare to the K-M estimates.
Graphical Diagnosis for Parametric Models on Y • Exponential model • Weibull model • Lognormal model • Log logistic model (exercise) Note: these methods do not take covariates into account; must be done by groups
Model Diagnosis Checking the AFT model: • Fit Kaplan-Meier estimator to each group separately • Compute a sequence of percentiles for each group • Draw the Q-Q plot of one group vs. another group • “almost linear” implies AFT model
Final Model Selection Parametric model comparisons: • Use likelihood ratio test (See SAS textbook p.89 for details and examples) • Use AIC (See Klein Sec. 12.4)
Residual Analysis • Cox-Snell residual: and are i.i.d. exp(1).
Residual Analysis • See SAS textbook p.95 for SAS code. • The residual analysis is NOT sensitive to the difference in model fit.
Summary • Fit AFT model including all covariates based on the Lognormal, Weibull and Generalized Gamma models for Y (totally 3 models) • Use LR tests/AIC to determine your initial model (either lognormal or weibull) • Do backward model selection and residual analysis