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H(t)
cumulative hazard is a non-decreasing & unbounded function on [0; inf.)
integral of non-negative function
Survival & Hazard
t–> inf. S(t) –> 0 and H(t) –> inf.
indv. can life infinitely long but under taking S(t) as R.V has to take an infinite number (everyone dies at some point) and thus S(t) –> 0
ni
number at risk (i.e alive) just before ti (KM = LT)
di
number of deaths (events) at ti
number of death in interval (tí; tí+1)
ci
number of censored in interval (ti;ti+1)
number of censored in interval (tí ;tí +1)
ní
ni - 1/2 * ci
actuarial notation
exposed to risk only half of the time
why taking Logs
distribution of ratio is typically skewed
to approximate the distribution of ratio with a normal ditribution more observations are needed and thus it´s preferred to perform inference on the logarithm of the ratio
remove/reduce skewness (adjust for skewness)
specially because lamda, phi and S(ti) > 0
Cox-proportional model
form of baseline hazard is not specified (non-parametric) and only the ratios of the hazard are parametrised
We prefer estimate from this model as it makes less assumption
Exponential - hazards are constant
Weibull - hazards can be in/decreasing with time
Xij
individual (xi) with specific indicator (xj = 0 or 1)
Shape of S.T
positively skewed longer tail to the right median < mean no upper-bound non-symmetric (thus can´t assume that data have normal distribution)
KM
Product limit estimator
can be obtained as limit of actuarial LT estimator as the nr. of intervals increase (width –> 0)
Normal Version
computational harder
can be used in a one-side version which allows to explore the direction of the hypothetical deviation from homogeneity
Chi-Square Version
easier to compute
easily generalised to more than two groups
ignores “the sign” of the possible deviation
One-sided Version
motivated by the nature of the data
E.g. - new treatment be tested if it has positive effect (how large the deviation is)
E.g. - new technology maybe expected to improve the durability of technical devices
Why do we need to modify S.T Intervals
constraint face when C.I for S(t) using Gw formula due to symmetry of formula
Thus for small/large t (ST resp.) the lower/upper bound may go outside (0,1)
Addition - underestimation of Var in the tails of S. distribution