Math 434 - Survival Analysis - Fall 2005

Estimation and statistical testing for demographic data and for lifetime data with censoring. As examples of censored data, a patient may leave town before responding to treatment (ignoring him or her will cause biased conclusions), or else a plane may crash before its engine has had a chance to wear out. A computer package (SAS) will be used for problems that cannot be done by hand.
Topics covered:  Survival and hazard functions (the latter are age-dependent failure rates), life-table analysis and population standardization, the Kaplan-Meier or product-limit survival-curve estimator, hypothesis testing with censored data, parametric proportional hazards regressions, logistic regression, Cox regression models, and Cox models with time-dependent covariates. Useful for Actuarial Exams and important for biostatistics.

Prerequisites:

Math 309 and Math 320, or equivalents.

Course Time and Location:

TTh 2:30-4:00   --   Cupples I  Rm 115

Links:

Homework Assignments
Take-Home Final   DUE  Thu Dec 22, 2005 by 5:30 PM
Handouts   (including Guide to using SAS and P-value Calculator using SAS)
SAS programs covered or to be covered in class
Click here for Math 475 (Fall 2005)
Prof. Sawyer's home page

Professor:

Prof. S. Sawyer   --   Cupples I  Room 107
Phone: (314) 935-6703   --   FAX: (314) 863-1302
Email:  sawyer@math.wustl.edu

Office Hours:

Tuesdays 4:00-5:00pm, Fridays 4:00-5:00pm    Office:  Cupples I  Rm 107
(Warn me in advance if you are coming  --  or other times by appointment)

In-class Midterm Exam:   Tuesday November 1

Textbook:

Elisa T. Lee and John W. Wang,
Statistical methods for survival data analysis, 3rd edition
John Wiley & Son, 2003,   ISBN 0-471-36997-7

Exams, Homework Sets, and Grades:

There will be one midterm examination, four or five homework sets, and a final. Most homeworks will have some SAS problems. Grades will be based on the homework sets (around 40%), the midterm (around 20%), and the takehome final (around 40%). Cr means D or better if you elect ``Credit/No Credit.''

Collaboration:

Collaboration on homework can be helpful and fun and is encouraged, both for using the computer and for doing problems. However, you must do all written work by yourself, both computer programs and answers to homework questions. You must also write, enter, and run all programs yourself.

Collaboration on the Takehome Final:

There should be no collaboration on the takehome final, other than for the mechanics of using the computer.

WARNING:

Make a copy of each homework before you hand it in !!
It may not be returned before you need to refer to it for the next homework (or for the midterm or final).

SAS PROGRAMS AND ASSIGNMENTS:

If you use SAS to do a homework problem, then the SAS program and output must be included as part of the assignment.
ALWAYS INCLUDE YOUR NAME in a title statement in your SAS programs, so that your name will appear at the top of each output page.
All homeworks MUST BE ORGANIZED in the following order:
  • (i) First, your answers to all problems.
  • (ii) Second, all SAS programs that you used to obtain the output. Similar problems should be done with the same SAS program. (In other words, write one SAS program for several problems if that makes things easier.)
  • (iii) Third, the output of all the SAS programs in the previous step.
    If the answer to a problem requires a table or a plot, add page numbers to your homework and make references in part (i) by page number, such as ``The scatterplot for part (b) is on page #X in the SAS output below.'' Alternatively, you could Xerox a page or two of your SAS output and include it in part (i) along with annotations as well as in part (iii), but references by page number will usually be enough.
    MAKE SURE that part (iii) of your homework (SAS output) has consecutive page numbers, so that it is easy to find ``page #X'' in your output. If you use several different SAS programs for your output (which is often easier), then write your own page numbers on the output if necessary and refer to those page numbers in part (i) of your homework.

    If a problem asks you to do a statistical test, EXPLAIN CLEARLY what the null hypothesis H_0 is, what test you used, what the P-value is, and whether the data is significant, highly significant, or neither. Include this as part of your answer in part (i).

    SAS programs should be structured, or have enough comments, so that someone who looks at the program a year from now can easily tell what the program is doing. It is even better if descriptive comments can be put in title (or title2 or title3) statements, since these will appear in the SAS output. SAS programs may be graded for understandability.

    SAS Online Printed Manuals:

    These have more detailed descriptions about what SAS procedures do, the options that are available, and the underlying statistical theory than the online help files in PC Windows SAS.
    See SAS Online Manuals for more details.

    Recommended References:

    Survival analysis: a practical approach. Mahesh K. B. Parmar and David Machin (1996), John Wiley and Sons.
    Using the SAS Windowing Environment: A Quick Tutorial, L. Hatcher, SAS Institute Press, 2001.
    Survival analysis using the SAS system: a practical guide. Paul D. Allison (1995). SAS Institute Press.
    Applied survival analysis: regression modeling of time to event data. David Hosmer and Stanley Lemeshow (1999), John Wiley & Sons.
    Survival analysis: a self-learning text. David G. Kleinbaum (1996), Springer, New York.
    The statistical analysis of failure time data. J. D. Kalbfleisch and R. L. Prentice (1980), John Wiley & Sons.
    Statistical models and methods for lifetime data. J. F. Lawless (1982), John Wiley & Sons, New York.

    Click here for Prof. Sawyer's home page:

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    Last modifiedDecember 13, 2005