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Faye Anderson - Survival Analysis by Example: Hands on approach using R

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Faye Anderson Survival Analysis by Example: Hands on approach using R
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This is an applied handbook on survival analysis (also known as reliability or duration analysis) with annotated examples using S-Plus or R. This is the first book ever explaining survival analysis by example and is intended for users at all levels. The examples can easily be replicated using other software. Key topics include exploratory analyses, parametric, non-parametric and semi-parametric models, and model selection.

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Survival Analysis by Example Hands on approach using R First Edition Faye Anderson, MS, PhD Contents Veritas


Preface
Throughout my work as a statistician, the most challenging task has been to relay what the analyses were saying to non-statisticians. This book offers help in this area but focusing only on survival analyses. This book explains survival analysis using examples and plain English. There are many good books on survival analysis but most require the reader to go through the theory first. This book skips the formulas and dives right in the applied substance of the matter. R was selected because of its free accessibility but the examples can easily be replicated using other statistical software.

Last but not least, this book assumes basic knowledge of R. Code on how to import data, install a package, or save results can easily be obtained from the multitude of public sources in the internet. Enjoy!


Chapter 1: Survival Analysis Terminology
Survival analysis is about analyzing data where the outcome is the time to the occurrence of an event. This even can be death, onset of disease, or machine failure. Examples include the number of years until an economic downturn happens or the number of years until a person develops a disease. This time period is called survival time and when it is unknown, the observation is called censored.

Survival time is greater or equal to zero. If a subject drops from the study before its end then his/her survival time is censored or missing, which is included in the dataset in order to avoid bias. Censoring can be left, right, or interval (refer Example 1). Dealing with censored/missing data is beyond the scope of this book. Replacing the missing data with zeroes, averages, or other values can significantly skew the results because the analysis will be based on a different sample that might not be representative of the population of interest. Each subject/machine survival prospects remain constant throughout the study period.

Observations are independent and each is only included once.

Example 1: Censored Observations
A clinical trial studies patients with risk of heart attack for four months. If a patient does not have an attack throughout the duration of the study then his/her record is called right censored and the survival time for this subject is four months. If another patient had a heart attack before entering the study, or before the study ends then his/her survival time is left censored. Interval censoring happens if a subject had a heart attack during the four months of the study but the exact time of the attack was not recorded for some reason.
Why not use regression?
Since survival time is usually a continuous number, why not use ordinary regression analyses where survival time is the dependent variable (outcome)? Because survival time cannot be negative, linear regression models would be skewed.
Why not use regression?
Since survival time is usually a continuous number, why not use ordinary regression analyses where survival time is the dependent variable (outcome)? Because survival time cannot be negative, linear regression models would be skewed.

Moreover, because the dependent variable in survival analysis has two aspects: time to event and status, ordinary regression models cannot answer two important questions: Q1) whats the probability of surviving past a point in time (survival function)? Q2) whats the failure rate to a certain point in time (also known as hazard function)? E.g.; how many will die by the age of 75? How many years will the machine work properly before we need to buy a new one?

Parametric, Non-parametric and Semi-parametric Survival Analysis
The table below summarizes the differences between the three approaches. Detailed examples are presented in the following chapters.
ParametricNon-parametricSemi-parametric
Assume knowledge of the statistical distribution of survival timesMake no assumptions on the distribution of survival times like Kaplan Meier estimatorHas parametric and non-parametric components like the Cox regression model
Example 2: Exploratory Analyses
The ovarian cancer data comes with the survival package in R. The following few commands explore the data. install.packages("survival",repos="http://cran.r-project.org") #install survival library library(survival) # load survival library > data(ovarian) > dim(ovarian) # Ovarian data has 26 rows and 6 columns [1] 26 6 > help(ovarian) starting httpd help server ... 1st Qu. 1st Qu.

Median Mean 3rd Qu. Max. 59.0 368.0 476.0 599.5 794.8 1227.0 > summary(age) # subjects age Min. 1st Qu. Median Mean 3rd Qu. 38.89 50.17 56.85 56.17 62.38 74.50 > cor(futime, age) # pair-wise correlation [1] -0.6483612 > psymbol<-fustat+1 > table(psymbol) # 2 = censored psymbol 1 2 14 12 > plot(age, futime) plotage futime pchpsymbol gt detachovarian so the variables do - photo 1
plot(age, futime, pch=(psymbol)) gt detachovarian so the variables do not overlap Interpretation This - photo 2 > detach(ovarian)# so the variables do not overlap Interpretation: This dataset had 26 subjects (patients), and 12 censored observations (fustat). 38.89 50.17 56.85 56.17 62.38 74.50 > cor(futime, age) # pair-wise correlation [1] -0.6483612 > psymbol<-fustat+1 > table(psymbol) # 2 = censored psymbol 1 2 14 12 > plot(age, futime) plotage futime pchpsymbol gt detachovarian so the variables do - photo 1
plot(age, futime, pch=(psymbol)) gt detachovarian so the variables do not overlap Interpretation This - photo 2 > detach(ovarian)# so the variables do not overlap Interpretation: This dataset had 26 subjects (patients), and 12 censored observations (fustat).

Survival time ranged from 59 to 1227 weeks, with an average of 599.8 weeks. The patients ages averaged at 56 years and ranged from 38.9 to 74.5 years. The first plot contrasts survival time against age regardless of censored status. Notice that as age increases survival time decreases. This is also manifested in the negative strong pairwise correlation between the two (-0.65) . The second plot differentiates the subjects with censored status (triangle = censored).

Censored ones are presented with triangles. They show relatively lower survival time.

Chapter 2: Parametric Survival Analysis
This approach assumes that survival time data follows a certain distribution like exponential, Weibull, lognormal, log logistic, or generalized gamma. It rarely, if ever follows a normal distribution. Not all R functions support all of these distributions, so you will need to read the documentation of the function in order to find out which distribution it supports.
Example 3: Fitting a Parametric Model
This comprehensive example explores the larynx cancer data which is available from the KMsurv package. >install.packages("KMsurv",repos="http://cran.r-project.org") > library(KMsurv) Warning message: package KMsurv was built under R version 3.1.3 > data(larynx) help(larynx) Description The larynx data frame has 90 rows and 5 columns. >install.packages("KMsurv",repos="http://cran.r-project.org") > library(KMsurv) Warning message: package KMsurv was built under R version 3.1.3 > data(larynx) help(larynx) Description The larynx data frame has 90 rows and 5 columns.
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