An introduction to survival analysis using Stata:
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| Format: | Book |
|---|---|
| Language: | English |
| Published: |
College Station
Stata Press
2010
|
| Edition: | 3. ed. |
| Subjects: | |
| Online Access: | Klappentext Inhaltsverzeichnis |
| Physical Description: | XXVIII, 412 S. graph. Darst. |
| ISBN: | 9781597180740 1597180742 |
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| _version_ | 1804143243317739520 |
|---|---|
| adam_text | An Introduction to Survival Analysis Using
Stata,
Third Edition provides new researchers with
the foundation for understanding the various approaches for analyzing time-to-event data. This
book serves not only as a tutorial for those wishing to learn survival analysis but also as a valuable
reference for experienced researchers interested in using
Stata
to analyze survival data.
The book is written for professional researchers from all disciplines, including biostatistics,
epidemiology, public health, medicine, sociology, economics, political science, engineering,
and other fields where survival analysis is applicable. Although the book assumes knowledge
of statistical principles, basic probability, and working knowledge of
Stata,
it is practical rather
than mathematical in its approach to the subject. The reader of this book will come away not
just with understanding of the formulas but also with intuition of how the various survival
analysis estimators work and what information they exploit. The reader will also come away
with deeper and more comprehensive knowledge of the syntax, features, and underpinnings
of Stata s survival analysis routines.
The third edition has been updated to highlight the new features in
Stata 11, in
particular,
competing-risks analysis and the treatment of missing values via multiple imputation. Among
the other additions are new diagnostic measures after Cox regression, Stata s new treatment
of categorical variables and interactions, and a new syntax for obtaining predictions and
diagnostics after Cox regression.
The authors are also the authors of
Stata
statistical software, in particular, Stata s widely used
survival analysis suite.
Mario Cleves is Professor of pediatrics at the University of Arkansas for Medical Sciences and
Senior Biostatistician at the Arkansas Center for Birth Defects Research and Prevention. William
Gould is President and Head of Development at StataCorp. Roberto G. Gutierrez is Director of
Statistics at StataCorp. Yulia V. Marchenko is Senior Statistician at StataCorp.
Telephone:
979-696-4600
800-782-8272
бОО-ЅТАТАРС
Fax:
979-696-4601
service@stata-press.com
www.stata-press.com
ISBN
978-1-59718-074-0
90000 >
9II7SI 597II 1807401
Contents
List of Tables
xiii
List of Figures
xv
Preface to the Third Edition
xix
Preface to the Second Edition
xxi
Preface to the Revised Edition
xxiii
Preface to the First Edition
xxv
Notation and Typography
xxvii
The problem of survival analysis
1
1.1
Parametric modeling
........................... 2
1.2
Semiparametric modeling
........................ 3
1.3
Xonparametric analysis
.........................
о
1.4
Linking the three approaches
...................... 5
Describing the distribution of failure times
7
2.1
The survivor and hazard functions
................... 7
2.2
The quantile function
........................... 10
2.3
Interpreting the cumulative hazard and hazard rate
.......... 13
2.3.1
Interpreting the cumulative hazard
.............. 13
2.3.2
Interpreting the hazard rate
.................. 15
2.4
Means and medians
............................ 16
Hazard models
19
3.1
Parametric models
............................ 20
3.2
Semiparametric models
.......................... 21
3.3
Analysis time (time at risk)
....................... 24
Contents
Censoring and truncation
29
4.1
Censoring
................................. 29
4.1.1
Right-censoring
......................... 30
4.1.2
Interval-censoring
........................ 32
4.1.3
Left-censoring
.......................... 34
4.2
Truncation
................................. 34
4.2.1
Left-truncation (delayed entry)
................ 34
4.2.2
Interval-truncation (gaps)
................... 35
4.2.3
Right-truncation
........................ 36
Recording survival data
37
5.1
The desired format
............................ 37
5.2
Other formats
............................... 40
5.3
Example: Wide-form snapshot data
................... 44
Using stset
47
6.1
A short lesson on dates
.......................... 48
6.2
Purposes of the stset command
..................... 51
6.3
Syntax of the stset command
...................... 51
6.3.1
Specifying analysis time
.................... 52
6.3.2
Variables defined by stset
................... 55
6.3.3
Specifying what constitutes failure
.............. 57
6.3.4
Specifying when subjects exit from the analysis
....... 59
6.3.5
Specifying when subjects enter the analysis
......... 62
6.3.6
Specifying the subject-ID variable
............... 65
6.3.7
Specifying the begin-of-span variable
............. 67
6.3.8
Convenience options
...................... 70
After stset
73
7.1
Look at stset s output
.......................... 73
7.2
List some of your data
.......................... 76
7.3
Use stdescribe
............................... 77
7.4
Use stvary
................................. 78
Contents
vii
7.5
Perhaps use stfill
............................. 80
7.6
Example: Hip fracture data
....................... 82
8
Nonparametric analysis
91
8.1
Inadequacies of standard univariate methods
............. 91
8.2
The Kaplan-Meier estimator
...................... 93
8.2.1
Calculation
........................... 93
8.2.2
Censoring
............................ 96
8.2.3
Left-truncation (delayed entry)
................ 97
8.2.4
Interval-truncation (gaps)
................... 99
8.2.5
Relationship to the empirical distribution function
..... 99
8.2.6
Other uses of sts list
...................... 101
8.2.7
Graphing the Kaplan-Meier estimate
............. 102
8.3
The
Nelson-Aalen
estimator
....................... 107
8.4
Estimating the liazard function
..................... 113
8.5
Estimating mean and median survival times
.............. 117
8.6
Tests of hypothesis
............................ 122
8.6.1
The log-rank test
........................ 123
8.6.2
The Wilcoxon test
....................... 125
8.6.3
Other tests
........................... 125
8.6.4
Stratified tests
.......................... 126
9
The Cox proportional hazards model
129
9.1
Using stcox
................................ 130
9.1.1
The Cox model has no intercept
................ 131
9.1.2
Interpreting coefficients
..................... 131
9.1.3
The effect of units on coefficients
............... 133
9.1.4
Estimating the baseline cumulative hazard and survivor
functions
............................. 135
9.1.5
Estimating the baseline hazard function
........... 139
9.1.6
The effect of units on the baseline functions
......... 143
viii Contents
9.2
Likelihood calculations
.......................... 145
9.2.1
No tied failures
......................... 145
9.2.2
Tied failures
........................... 148
The marginal calculation
.................... 148
The partial calculation
..................... 149
The Breslow approximation
.................. 150
The Efron approximation
................... 151
9.2.3
Summary
............................ 151
9.3
Stratified analysis
............................. 152
9.3.1
Obtaining coefficient estimates
................ 152
9.3.2
Obtaining estimates of baseline functions
........... 155
9.4
Cox models with shared frailty
..................... 156
9.4.1
Parameter estimation
...................... 157
9.4.2
Obtaining estimates of baseline functions
........... 161
9.5
Cox models with survey data
...................... 164
9.5.1
Declaring survey characteristics
................ 165
9.5.2
Fitting a Cox model with survey data
............ 166
9.5.3
Some caveats of analyzing survival data from complex
survey designs
.......................... 168
9.6
Cox model with missing data
—
multiple imputation
.......... 169
9.6.1
Imputing missing values
.................... 171
9.6.2
Multiple-imputation inference
................. 173
10
Model building using stcox
177
10.1
Indicator variables
............................ 177
10.2
Categorical variables
........................... 178
10.3
Continuous variables
........................... 180
10.3.1
Fractional polynomials
..................... 182
10.4
Interactions
................................ 186
10.5
Time-varying variables
.......................... 189
10.5.1
Using stcox,
tvcţ) texpQ
.................... 191
Contents ix
10.5.2
Using stsplit
........................... 193
10.6
Modeling group effects: fixed-effects, random-effects, stratifica¬
tion, and clustering
............................ 197
11
The Cox model: Diagnostics
203
11.1
Testing the proportional-hazards assumption
............. 203
11.1.1
Tests based on
reestimation
.................. 203
11.1.2
Test based on Schoenfeld residuals
.............. 206
11.1.3
Graphical methods
....................... 209
11.2
Residuals and diagnostic measures
................... 212
Reye s syndrome data
..................... 213
11.2.1
Determining functional form
.................. 214
11.2.2
Goodness of fit
......................... 219
11.2.3
Outliers and influential points
................. 223
12
Parametric models
229
12.1
Motivation
................................. 229
12.2
Classes of parametric models
...................... 232
12.2.1
Parametric proportional hazards models
........... 233
12.2.2
Accelerated failure-time models
................ 239
12.2.3
Comparing the two parameterizations
............ 241
13
A survey of parametric regression models in
Stata
245
13.1
The exponential model
.......................... 247
13.1.1
Exponential regression in the PH metric
........... 247
13.1.2
Exponential regression in the AFT metric
.......... 254
13.2
Weibull regression
............................ 256
13.2.1
Weibull regression in the PH metric
.............. 256
Fitting null models
....................... 261
13.2.2
Weibull regression in the AFT metric
............. 265
13.3
Gompertz regression (PH metric)
.................... 266
13.4
Logiiormal regression (AFT metric)
................... 269
13.5
Loglogistic regression (AFT metric)
................... 273
χ
Contents
13.6
Generalized gamma regression (AFT metric)
............. 276
13.7
Choosing among parametric models
................... 278
13.7.1
Nested models
.......................... 278
13.7.2
Nonnested models
........................ 281
14
Postestimation
commands for parametric models
283
14.1
Use of predict after streg
......................... 283
14.1.1
Predicting the time of failure
................. 285
14.1.2
Predicting the hazard and related functions
......... 291
14.1.3
Calculating residuals
...................... 294
14.2
Using stcurve
............................... 295
15
Generalizing the parametric regression model
301
15.1
Using the ancillaryO option
....................... 301
15.2
Stratified models
............................. 307
15.3
Frailty models
............................... 310
15.3.1
Unshared frailty models
.................... 311
15.3.2
Example: Kidney data
..................... 312
15.3.3
Testing for heterogeneity
.................... 317
15.3.4
Shared frailty models
...................... 324
16
Power and sample-size determination for survival analysis
333
16.1
Estimating sample size
.......................... 335
16.1.1
Multiple-myeloma data
..................... 336
16.1.2
Comparing two survivor functions nonparametrically
.... 337
16.1.3
Comparing two exponential survivor functions
........ 341
16.1.4
Cox regression models
..................... 345
16.2
Accounting for withdrawal and accrual of subjects
.......... 348
16.2.1
The effect of withdrawal or loss to follow-up
......... 348
16.2.2
The effect of accrual
...................... 349
16.2.3
Examples
............................ 351
16.3
Estimating power and effect size
.................... 359
16.4
Tabulating or graphing results
...................... 360
Contents xi
17
Competing risks
365
17.1
Cause-specific hazards
.......................... 366
17.2
Cumulative incidence functions
..................... 367
17.3
Nonparametric analysis
......................... 368
17.3.1
Breast cancer data
....................... 369
17.3.2
Cause-specific hazards
..................... 369
17.3.3
Cumulative incidence functions
................ 372
17.4
Semiparametric analysis
......................... 375
17.4.1
Cause-specific hazards
..................... 375
Simultaneous regressions for cause-specific hazards
..... 378
17.4.2
Cumulative incidence functions
................ 382
Using stcrreg
.......................... 382
Using stcox
........................... 389
17.5
Parametric analysis
............................ 389
References
393
Author index
401
Subject index
405
|
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| author_GND | (DE-588)136053076 |
| building | Verbundindex |
| bvnumber | BV036629966 |
| classification_rvk | MR 2200 QH 252 ST 601 |
| classification_tum | MAT 627f DAT 307f |
| ctrlnum | (OCoLC)696039302 (DE-599)BVBBV036629966 |
| discipline | Informatik Soziologie Mathematik Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| id | DE-604.BV036629966 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:44:34Z |
| institution | BVB |
| isbn | 9781597180740 1597180742 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020549801 |
| oclc_num | 696039302 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-473 DE-BY-UBG DE-384 DE-739 DE-188 DE-703 DE-83 DE-706 |
| owner_facet | DE-19 DE-BY-UBM DE-473 DE-BY-UBG DE-384 DE-739 DE-188 DE-703 DE-83 DE-706 |
| physical | XXVIII, 412 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Stata Press |
| record_format | marc |
| spelling | An introduction to survival analysis using Stata Mario A. Cleves ... 3. ed. College Station Stata Press 2010 XXVIII, 412 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Überleben (DE-588)4117273-5 gnd rswk-swf Stata (DE-588)4617285-3 gnd rswk-swf Statistische Analyse (DE-588)4116599-8 gnd rswk-swf Ereignisdatenanalyse (DE-588)4132103-0 gnd rswk-swf Ereignisdatenanalyse (DE-588)4132103-0 s Statistische Analyse (DE-588)4116599-8 s Stata (DE-588)4617285-3 s DE-604 Überleben (DE-588)4117273-5 s 1\p DE-604 Cleves, Mario Alberto 1954- Sonstige (DE-588)136053076 oth Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020549801&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020549801&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | An introduction to survival analysis using Stata Überleben (DE-588)4117273-5 gnd Stata (DE-588)4617285-3 gnd Statistische Analyse (DE-588)4116599-8 gnd Ereignisdatenanalyse (DE-588)4132103-0 gnd |
| subject_GND | (DE-588)4117273-5 (DE-588)4617285-3 (DE-588)4116599-8 (DE-588)4132103-0 |
| title | An introduction to survival analysis using Stata |
| title_auth | An introduction to survival analysis using Stata |
| title_exact_search | An introduction to survival analysis using Stata |
| title_full | An introduction to survival analysis using Stata Mario A. Cleves ... |
| title_fullStr | An introduction to survival analysis using Stata Mario A. Cleves ... |
| title_full_unstemmed | An introduction to survival analysis using Stata Mario A. Cleves ... |
| title_short | An introduction to survival analysis using Stata |
| title_sort | an introduction to survival analysis using stata |
| topic | Überleben (DE-588)4117273-5 gnd Stata (DE-588)4617285-3 gnd Statistische Analyse (DE-588)4116599-8 gnd Ereignisdatenanalyse (DE-588)4132103-0 gnd |
| topic_facet | Überleben Stata Statistische Analyse Ereignisdatenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020549801&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020549801&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT clevesmarioalberto anintroductiontosurvivalanalysisusingstata |