ST790D - Adavnced
Survival Analysis
Lectures: M, W 10:15-11:30am, Mann 321. Syllabus
Office Hours: F 1:00-3:00pm, 210E
Patterson Hall (or by appointment)
Textbooks (optional): The
Statistical Analysis of Failure Time Data by John D. Kalbfleisch
and Ross L. Prentice (2002, 2nd Ed.)
Reference Books:
- Counting Processes and
Survival Analysis by Fleming and Harrington: Wiley (1991).
- Statistical Models Based
on Couting Processes by
Andersen, Borgan, Gill and Kieding:
Springer Verlag (1993).
- Modeling Survival Data:
Extending the Cox Model by Terry M. Therneau and Patricia M. Grambsch
(2000).
Tenative
Course Schedule:
- Week 1-2 (Jan 7 - 16): 1. Introduction to
censored survival data and associated basic quantities. 2. Life-table and
Kaplan-Meier estimates of survival function 3. Competing risks and
cause specific hazards.
- Week 3 (Jan 19 - 23): No class (Jan 19, Holiday; Note: there is also no class on Jan 21)
- Week 4 (Jan 26 - 30): One sample problem: Nelson-Aalen
estimator, Kaplan-Meier estimator and their properties
- Week 5 (Feb 2 - 6): Counting process and at-risk
process and their properties
- Week 6 (Feb 9 - 13): Martingale theory and martingale
central limit theorem
- Week 7 (Feb 16 - 20): Lenglart's
inequality and confidence bands construction
- Week 8 (Feb 23 - 27): Two sample nonparametric tests
- Week 9 (Mar 2 - 6): Spring
break, no class.
- Week 10 (Mar 9 - 13): Cox's regression models
- Week 11 (Mar 16 - 20): ENAR meeting
(16-18), no class.
- Week 12 (Mar 23 - 27): Cox's regression
models
- Week 13 (Mar 30 - Apr 3): Survival function
estimation and simulation methods for confidence bands. Model diagnostics
using martingale residuals.
- Week 14 (Apr 6 - 10): Additive hazards
model.
- Week 15 (Apr 13 - 17): Linear
transformation models.
- Week 16 (Apr 20 - 24): Accelerated failure
time model
Homework: