Survival Analysis

Course content

The course gives a thourough introduction to models and methods for survival type, or time-to-event type, data. More details can be found in the course plan. All lectures in MH227.

Detailed schedule of lectures

Lecture Time Content Material
1 Mon 29/10 Overview of the course content. Introduction. Ch 1. Handouts on introduction to probability theory: no 1, no 2, no 3.
2 Thu 1/11 Stochastic processes. Counting processes. Models in survival analysis. Ch 1.4, 1.5
3 Mon 5/11 Discrete time processes and martingales. Ch 2.1
4 Thu 8/11 Discrete time processes and martingales. Continuous time processes and martingales. Ch 2.1-2.2
5 Mon 12/11 Continuous time processes and martingales. Stochastic integrals. The Doob-Meyer decomposition. The Poisson process. Counting processes. The innovation theorem. Ch 2.2. Handouts on Riemann-Stieltjes integrals.
6 Thu 15/11 The innovation theorem. Independent censoring. Nonparametric inference. The Nelson-Aalen estimator. Ch 2.2-2.3, 3.1-3.2
7 Mon 19/11 Independent censoring. Nonparametric inference. The Nelson-Aalen estimator. Ch 2.3, 3.1-3.2
8 Thu 22/11 The Nelson-Aalen estimator. Product integrals. The Kaplan-Meier estimator. Asymptotic properties for estimators and statistics. Ch 3.1-3.3 Handouts on asymptotic properties for statisticla functionals
9 Mon 26/11 Asymptotic properties for estimators and statistics. Nonparametric tests. Ch 3.1
10 Thu 29/11 Nonparametric tests. Ch 3
11 Mon 3/12, MH227 Nonparametric tests. Regression models. The Cox regression model.. Ch 3. Ch 4.1-4.2
12 Thu 6/12 The Aalen regression model. Logistic regression Ch 4.1-4.2
13 Mon 10/12 Logistic regression. Causality Ch 9.1-9.2
14 Thu 13/12 Causality Ch. 9.1-9.2 (9.3)

Exercises

Exercise Time Problems
1 Fri 2/11 1.1, 1.2, 1.3, 1.4, 1.5, 1.6
2 Fri 9/11 2.1, 2.2, 2.3, 2.5, 2.6, 2.7, 2.8
3 Fri 16/11 in MH:333 2.9, 2.11, 2.12, 3.1, 3.4, 3.5
4 Fri 23/11 in MH:333 3.3, 3.8, 3.9, 3.11
5 Fri 30/11 in MH:333 3.3, 4.1, 4.2, 4.3, 4.4
6 Fri 7/12 in MH:333 3.12, 4.5
7 Fri 14/12 in MH:362C

Computer labs/ Home assignments

Home assignment Time Lab problem
1 Fri 16/12 at 8:15-10:00 in MH:230 Lab instruction can be found here. The lab will be done in R. See R's homepage, in particular the introduction "An introduction to R". Documentation on the use of the survival package can be found here (in particular the examples in Section 4 are useful).
2 Fri 7/1 at 8:15-10:00 in MH:230 Lab instruction can be found here.
3 Fri 14/12 at 8:15-10:00 in MH:230 Lab instruction can be found here.
Last modified: October 28, 18:00 CET 2010 by Dragi Anevski