Posts Tagged ‘ Survival Analysis ’

Video Tutorial – Useful Relationships Between Any Pair of h(t), f(t) and S(t)

Video Tutorial – Useful Relationships Between Any Pair of h(t), f(t) and S(t)

I first started my video tutorial series on survival analysis by defining the hazard function.  I then explained how this definition leads to the elegant relationship of . In my new video, I derive 6 useful mathematical relationships that exist between any 2 of the 3 quantities in the above equation.  Each relationship allows one quantity […]

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Kaplan-Meier plots using ggplots2 (updated)

April 2, 2014
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Kaplan-Meier plots using ggplots2 (updated)

About 3 years ago I published some code on this blog to draw a Kaplan-Meier plot using ggplot2. Since then, ggplot2 has been updated (from 0.8.9 to 0.9.3.1) and has changed syntactically. Since that post, I have also become comfortable with Git and Github. I have updated the code, edited it for a small error, […]

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Video Tutorial – The Hazard Function is the Probability Density Function Divided by the Survival Function

Video Tutorial – The Hazard Function is the Probability Density Function Divided by the Survival Function

In an earlier video, I introduced the definition of the hazard function and broke it down into its mathematical components.  Recall that the definition of the hazard function for events defined on a continuous time scale is . Did you know that the hazard function can be expressed as the probability density function (PDF) divided by the […]

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Video Tutorial: Breaking Down the Definition of the Hazard Function

Video Tutorial: Breaking Down the Definition of the Hazard Function

The hazard function is a fundamental quantity in survival analysis.  For an event occurring at some time on a continuous time scale, the hazard function, , for that event is defined as , where is the time, is the time of the occurrence of the event. However, what does this actually mean?  In this Youtube […]

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How to Find a Job in Statistics – Advice for Students and Recent Graduates

How to Find a Job in Statistics – Advice for Students and Recent Graduates

Introduction A graduate student in statistics recently asked me for advice on how to find a job in our industry.  I’m happy to share my advice about this, and I hope that my advice can help you to find a satisfying job and develop an enjoyable career.  My perspectives would be most useful to students […]

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Estimating rates from a single occurrence of a rare event

October 5, 2013
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Estimating rates from a single occurrence of a rare event

Elon Musk’s writing about a Tesla battery fire reminded me of some of the math related to trying to estimate the rate of a rare event from a single occurrence of the event (plus many non-event occurrences). In this article we work through some of the ideas. Elon Musk wrote that the issues of the […] Related posts: Sample size and power for rare events What is a large enough…

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SAS: Adding Watermarks to ODS Report – LIFETEST, LIFEREG, and PHREG

March 21, 2013
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SAS: Adding Watermarks to ODS Report – LIFETEST, LIFEREG, and PHREG

Building off the Weibull survival simulation, and a quick snippet of code to create a watermark background, we can create a quick report with SAS ODS. If you want to play along at home, just add the following code to the survival simulation: it will se...

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R: Time To Event Simulation – Weibull Model

March 17, 2013
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This was a quick Saturday afternoon project- I wanted to write the guts of a program to simulate survival data. While there's plenty of survival datasets around to play with, I wanted to make something that could eventually be used to explore models wh...

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Update to Graphing Non-Proportional Hazards in R

December 30, 2012
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Update to Graphing Non-Proportional Hazards in R

Update 31 July 2013: I've moved all of the functionality described in this post into an R package called simPH. Have a look. It is much easier to use. This is a quick update for a previous post on Graphing Non-Proportional Hazards in R. In the previ...

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Why is the area under the survival curve equal to the average tenure?

June 21, 2010
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Why is the area under the survival curve equal to the average tenure?

Last week, a student in our Applying Survival Analysis to Business Time-to-Event Problems class asked this question. He made clear that he wasn't looking for a mathematical derivation, just an intuitive understanding. Even though I make use of this pro...

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