Duration data analysis (page under construction)

This course is concerned with analysis of duration data - also known as survival analysis.

The textbook for the course is

The course will be evaluated (pass/fail) by active participation in solving exercises and presenting solutions of exercises.

Vemmetofte data and Thieles report concerning establishing a "klosterforsikring" (materiale venligst stillet til rådighed af Professor Steffen L. Lauritzen).
Catalogue of exercises (updated 11.09.17).

Cirrhosis data and background on these data.



1. Sep 5 8.15-12 Slides (updated 07.09.17). We will consider examples of duration data and discuss particular aspects of such data. Read KM Chapter 1. Solve exercises 4, 5 and 7 in catalogue of exercises.

2. Sep 7 8.15-12 Slides (updated 18.09.17). Estimation of the survival function and the cumulative hazard. Read KM 4.1-4.3. Solve exercises 6, 8, 10 (first part), 11 in exercise catalogue. Code for simulation study.

3. Sep 12 8.15-12 (selfstudy) basic concepts: survival function, hazard function, mean residual life time. Read KM 2.1-2.4. Solve exercises 1, 2, 3 and 12 in catalogue of exercises.

Solve exercises 4.1 (a)-(d) and exercise 4.5 (a)-(c) in KM (you're welcome to use R survfit() - check documentation via help(survfit.formula)). Data from KM are available in the R-package KMsurv. NB: I am not sure that all solutions in KM are correct.

4. Sep 14 8.15-12 (selfstudy) censoring and likelihoods. Read KM 3.1-3.5. Solve exercises 3.1, 3.3, 3.7 (a) and 3.8 in KM (skip computation of mean and variance of \hat lambda).

5. 5. Sep 18 8.15-12 Slides (updated 23.09.17). Last part of slides regarding estimation of survival function. Log rank test. Cox's proportional hazards model. Solve exercise 9 and 10 (last part) and 15 in ex-cat. The theoretically inclined may also consider exercise 13.

6. Sep 25 12.30-16 room 2.115 Groups present exercises. If time allows we also consider Cox's proportional hazards model.

5.222: exercise 4, 5, 4.1, 4.5.

5.224: 3, 10, 3.1.

5.219a: 3.3, 3.7, 3.8.

5.219b: 11, 12.

7. Sep 28 room 5.034 Cox's proportional hazards model/model assessment. Solve 16, 17, 18 in exercise catalogue. Also give a detailed account of the profile likelihood approach. Check the expression for Cox's discrete time partial likelihood. Read KM 8.1-8.4.

8. Sep 29 room 2.115 Miniproject: analysis of cirrhosis data.

9. Oct 5 Miniproject: analysis of cirrhosis data.

10. Oct 12 Estimating functions and the Cox partial likelihood score.

11. Oct 19 Presentation of miniproject.

12. Oct 23 Counting processes.

13. Oct 31 Counting processes and time-varying covariates.

14. Nov 7 Selfstudy: parametric models and parametric inference.

15. Nov 14 Various topics, e.g. correlated survival data, discrete-time models, competing risks.

16. Nov 21 Presentation of exercises.


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