I will try my best to make this page as accurate as possible but any changes in assignments, due dates, or anything else reported in class will take precedence, whether they are reflected in these pages or not. Your responsibilities are as they are reported in class.

Fall, 2009      STA 635 - 001  Survival Analysis [survivalability and life testing]

What is Survival Analysis? [what makes Survival Analysis special?]

(1) Someone said: "Regular statistics concerns with CDF F(t), while survival analysis concerns the survival function S(t)" [Not really]
(2) In survival analysis, observations are subject to censoring.
(3) Nonparametric procedures are more popular, since there is no clear choice of a parametric family of distributions.
(4) Survival analysis focus on the parameter of hazard, or hazard function.
(5) Survival analysis is  Kaplan-Meier estimator + logrank test + Cox regression model.

Instructor: Dr. Mai Zhou

Office: P. O. T. 849, Mailbox: P. O. T. 843, Phone: 257-6912, E-mail: mai@ms.uky.edu, Web page (this page): http://www.ms.uky.edu/~mai/sta635.html
Office Hours: TBA or by appointment.

Class:  MWF 1:00pm - 1:50pm at CB 309. Final Exam: ??, 2009.

Textbook: Survival Analysis with SAS by Allison.  plus my notes. (some of the notes are listed below)
Reference book: The Statistical Analysis of Failure Time Data 2nd Ed. by Kalbfleisch and Prentice (2002) [not required, for those who want to know more then what we will cover in this class]
 
The following notes may be useful:
A review of exponential distributions
Survival Analysis with R PDF file
SAS manual for lifereg
Data sets from the book "Survival Analysis" by Klein and Moeschberger
The Nelson-Aalen estimator and Kaplan-Meier estimator is NPMLE Note1
Some extension of Glivenko-Cantelli Theorem (look at Lemma 3 at the end) Note2
Learn Counting Process in 25 Minutes!
Kolmogorov-Smirnov Test
My notes  (on counting processes).
Some notes on Brownian Motion. More Brownian motion notes: 1, 2
Yet more notes for Brownian Motion 1  2
Notes on AFT model and empirical likelihood will be distributed in class.
Empirical likelihood with censored data

Homework 1 and 2
Homework 3
Homework
Homework

Possible topics for project: here

Weekly Topics:
Review of  exponential distribution.
Review of Poisson processes. 
The limit of stochastic processes. 
Counting processes. Martingales.
The limit of a Nelson-Aalen estimator..
The limit of a Kaplan-Meier estimator. NPMLE, interval censored data, Self-consistency.
The CLT for the Cox proportional hazards regression model.
The AFT model. R package rankreg
Introduction to the Empirical likelihood method. Empirical likelihood with censored data.
Wilks theorem for empirical likelihood ratio. (Notes will be available on above two.)
If time permits, we shall discuss some re-sampling procedures.

Evaluations:
Homework + a project 40%
Midterm Exam 20%
Final Exam 40%   Make-up Policy for Missed Exams: Make-up quizzes and exams will be given only for university excused absences. Requests must be made at least one week prior to the exam, when possible, and must be approved. If you are unable to attend and exam due to unforeseen circumstances you must contact me or the department office (257-6115) as soon as possible (within 2 days). Absences due to illness must be documented by a clinic, doctor or hospital visit and a note of explanation. Late homework and computer assignments will be accepted only for university excused absences.