Event history analysis with R / Göran Brostrom.

Format:

Book

Author/Creator:

Broström, Göran.

Series:

Statistics in the social and behavioral sciences series

Chapman & Hall/CRC statistics in the social and behavioral sciences series

Language:

English

Subjects (All):

Event history analysis.

R (Computer program language).

Social sciences--Statistical methods.

Social sciences.

Physical Description:

xx, 216 pages : illustrations ; 24 cm.

Place of Publication:

Boca Raton, Fla. : CRC ; London : Taylor & Francis [distributor], 2012.

Summary:

With an emphasis on social science applications, Event History Analysis with R presents an introduction to survival and event history analysis using real-life examples. Keeping mathematical details to a minimum, the book covers key topics, including both discrete and continuous time data, parametric proportional hazards, and accelerated failure times.

Features

Introduces parametric proportional hazards models with baseline distributions like the Weibull, Gompertz, Lognormal, and Piecewise constant hazard distributions, in addition to traditional Cox regression

Presents mathematical details as well as technical material in an appendix

Includes real examples with applications in demography, econometrics, and epidemiology

Provides a dedicated R package, eha, containing special treatments, including making cuts in the Lexis diagram, creating communal covariates, and creating period statistics

A much-needed primer, EventHistory Analysis with R is a didactically excellent resource for students and practitioners of applied event history and survival analysis. Book jacket.

Contents:

1 Event History and Survival Data 1

1.1 Introduction 1

1.2 Survival Data 1

1.3 Right Censoring 5

1.4 Left Truncation 6

1.5 Time Scales 7

1.6 Event History Data 9

1.7 More Data Sets 11

2 Single Sample Data 17

2.1 Introduction 17

2.2 Continuous Time Model Descriptions 17

2.3 Discrete Time Models 22

2.4 Nonparametric Estimators 23

2.5 Doing it in R 27

3 Cox Regression 31

3.1 Introduction 31

3.2 Proportional Hazards 31

3.3 The Log-Rank Test 33

3.4 Proportional Hazards in Continuous Time 39

3.5 Estimation of the Baseline Hazard 42

3.6 Explanatory Variables 42

3.7 Interactions 44

3.8 Interpretation of Parameter Estimates 47

3.9 Proportional Hazards in Discrete Time 47

3.10 Model Selection 48

3.11 Male Mortality 49

4 Poisson Regression 57

4.1 Introduction 57

4.2 The Poisson Distribution 57

4.3 The Connection to Cox Regression 59

4.4 The Connection to the Piecewise Constant Hazards Model 62

4.5 Tabular Lifetime Data 62

5 More on Cox Regression 677

5.1 Introduction 67

5.2 Time-Varying Covariates 67

5.3 Communal covariates 68

5.4 Tied Event Times 71

5.5 Stratification 74

5.6 Sampling of Risk Sets 75

5.7 Residuals 77

5.8 Checking Model Assumptions 80

5.9 Fixed Study Period Survival 83

5.10 Left- or Right-Censored Data 84

6 Parametric Models 85

6.1 Introduction 85

6.2 Proportional Hazards Models 85

6.3 Accelerated Failure Time Models 112

6.4 Proportional Hazards or AFT Model? 115

6.5 Discrete Time Models 116

7 Multivariate Survival Models 127

7.1 Introduction 127

7.2 Frailty Models 129

7.3 Parametric Frailty Models 134

7.4 Stratification 136

8 Competing Risks Models 139

8.1 Introduction 139

8.2 Some Mathematics 140

8.3 Estimation 140

8.4 Meaningful Probabilities 140

8.5 Regression 141

8.6 R Code for Competing Risks 144

9 Causality and Matching 147

9.1 Introduction 147

9.2 Philosophical Aspects of Causality 147

9.3 Causal Inference 148

9.4 Aalen's Additive Hazards Model 150

9.5 Dynamic Path Analysis 152

9.6 Matching 153

9.7 Conclusion 157

4 Basic Statistical Concepts 159

A.1 Introduction 159

A.2 Statistical Inference 159

A.3 Asymptotic theory 161

A.4 Model Selection 163

B Survival Distributions 165

B.1 Introduction 165

B.2 Relevant Distributions in R 165

B.3 Parametric Proportional Hazards and Accelerated Failure Time Models 172

C A Brief Introduction to R 177

C.1 R in General 177

C.2 Some Standard R Functions 182

C.3 Writing Functions 187

C.4 Graphics 193

C.5 Probability Functions 194

C.6 Help in R 197

C.7 Functions in eha and survival 197

C.8 Reading Data into R 202

D Survival Packages in R 205

D.1 Introduction 205

D.2 eha 205

D.3 survival 206

D.4 Other Packages 207.

Notes:

Includes bibliographical references (pages 209-212) and index.

ISBN:

9781439831649

1439831645

9781439831670

143983167X

OCLC:

774639621