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.

Spring, 2007      STA 709 - 001 Advanced Survival Analysis

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/sta709.html
Office Hours: F 11:00 - 12:00 noon or by appointment.

Class: MWF 9:00 AM -- 9:50 AM at CB 309. Final Exam: Apr. 30, 2007.

Textbook: The Statistical Analysis of Failure Time Data 2nd Ed. by Kalbfleisch and Prentice (2002) [In particular, chapter 5 (counting processes).]
Reference book: Counting Processes and Survival Analysis by Fleming and Harrington (1991) [this book contains all the details on counting process.]
The following notes may be useful:
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
Homework and a brief answer.
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 censored data

Weekly Topics:
Review of basic survival analysis.
Review of Poisson processes. Generalizations. (see my notes above)
The limit of stochastic processes, Brownian Motion, Browning bridge. 
Counting processes. Martingales. Martingale CLT
Integration of a martingale. Some basic formula/rule
The limit of a Nelson-Aalen estimator; Limit of the log rank test.
The power of weighted log-rank tests. How to chose a test.
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% April 30, 8:00 - 10.00 AM 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.