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Survival analysis

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Survival analysis

Survival analysis is a branch of statistics for analyzing the expected duration of time until one event occurs, such as death in biological organisms and failure in mechanical systems. This topic is called reliability theory, reliability analysis or reliability engineering in engineering, duration analysis or duration modelling in economics, and event history analysis in sociology. Survival analysis attempts to answer certain questions, such as what is the proportion of a population which will survive past a certain time? Of those that survive, at what rate will they die or fail? Can multiple causes of death or failure be taken into account? How do particular circumstances or characteristics increase or decrease the probability of survival?

To answer such questions, it is necessary to define "lifetime". In the case of biological survival, death is unambiguous, but for mechanical reliability, failure may not be well-defined, for there may well be mechanical systems in which failure is partial, a matter of degree, or not otherwise localized in time. Even in biological problems, some events (for example, heart attack or other organ failure) may have the same ambiguity. The theory outlined below assumes well-defined events at specific times; other cases may be better treated by models which explicitly account for ambiguous events.

More generally, survival analysis involves the modelling of time to event data; in this context, death or failure is considered an "event" in the survival analysis literature – traditionally only a single event occurs for each subject, after which the organism or mechanism is dead or broken. Recurring event or repeated event models relax that assumption. The study of recurring events is relevant in systems reliability, and in many areas of social sciences and medical research.

Survival analysis is used in several ways:

The following terms are commonly used in survival analyses:

This example uses the Acute Myelogenous Leukemia survival data set "aml" from the "survival" package in R. The data set is from Miller (1997) and the question is whether the standard course of chemotherapy should be extended ('maintained') for additional cycles.

The aml data set sorted by survival time is shown in the box.

The last observation (11), at 161 weeks, is censored. Censoring indicates that the patient did not have an event (no recurrence of aml cancer). Another subject, observation 3, was censored at 13 weeks (indicated by status=0). This subject was in the study for only 13 weeks, and the aml cancer did not recur during those 13 weeks. It is possible that this patient was enrolled near the end of the study, so that they could be observed for only 13 weeks. It is also possible that the patient was enrolled early in the study, but was lost to follow up or withdrew from the study. The table shows that other subjects were censored at 16, 28, and 45 weeks (observations 17, 6, and 9 with status=0). The remaining subjects all experienced events (recurrence of aml cancer) while in the study. The question of interest is whether recurrence occurs later in maintained patients than in non-maintained patients.

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