DEPARTEMEN AKTUARIA

ANALISIS SURVIVAL Parametric Model

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Parametric Modeling (1/5)

 Outcome assumed to follow some family of
distributions
 Exact distribution is unknown if parameters are
unknown
 Data used to estimate parameters
 Examples of parametric models:
○ Linear regression
○ Logistic regression
○ Poisson regression
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Parametric Modeling (2/5)

Distributions commonly used for parametric
survival models:
 Weibull
 Exponential
 Log-logistic
 Lognormal
 Generalized gamma
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Parametric Modeling (3/5)

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Parametric Modeling (4/5)

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Parametric Modeling (5/5)

Appeal of Parametric Survival Models:
 More consistent with theoretical S(t) than non
distributional approaches
 Simplicity
 Completeness — h(t) and S(t) specified
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PDF in Relation to the Hazard

and Survival Function (1/2)
Parametric Model

S (t )  1  F (t )  P (T  t )   f ( x) dx
When RV Discrete
t p (t j )
S (t ) h(t j )  P(T  t j | T  t j ) 
f (t )   S (t j 1 )
dt
lim P[t  T  t  t | T  t ] p (t j )  S (t j 1 )  S (t j )
h(t ) 
t   0 t S (t j 1 )  S (t j ) S (t j )
h(t j )   1
d ln[ S (t)] S (t j 1 ) S (t j 1 )
h(t )  f (t ) 
S (t ) dt
S (t j )
t S (t )     [1  h(t j )]
H (t )   h( x)dx   ln[ S (t )] t j t
S (t j 1 ) t j t
0
t
S (t )  exp[ H (t )]  exp[   h( x) dx]
0
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PDF in Relation to the Hazard

and Survival Function (2/2)
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Exponential Example (1/3)

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Exponential Example (2/3)

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Exponential Example (3/3)

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Accelerated Failure Time

Assumption (1/6)
 The underlying assumption for AFT models is
that the effect of covariates is multiplicative
(proportional) with respect to survival time,
whereas for PH models the underlying
assumption is that the effect of covariates is
multiplicative with respect to the hazard.
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Accelerated Failure Time

Assumption (2/6)
 To illustrate the idea underlying the AFT assumption,
consider the lifespan of dogs. It is often said that dogs
grow older seven times faster than humans. So a 10-
year-old dog is in some way equivalent to a 70-year-old
human.
 In AFT terminology we might say the probability of a dog
surviving past 10 years equals the probability of a human
surviving past 70 years. Similarly, we might say the
probability of a dog surviving past 6 years equals the
probability of a human surviving past 42 years because
42 equals 6 times 7.
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Accelerated Failure Time

Assumption (3/6)
 More generally we can say SD(t) = SH(7t), where SD(t)
and SH(t) are the survival functions for dogs and
humans, respectively. In this framework dogs can be
viewed, on average, as accelerating through life 7 times
faster than humans. Or from the other perspective, the
lifespan of humans, on average, is stretched out 7 times
longer than the lifespan of dogs.
 AFT models describe this “stretching out” or
contraction of survival time as a function of
predictor variables.
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Accelerated Failure Time

Assumption (4/6)
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Accelerated Failure Time

Assumption (5/6)
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Accelerated Failure Time

Assumption (6/6)
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Exponential Example Revisited (1/6)

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Exponential Example Revisited (2/6)

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Exponential Example Revisited (3/6)

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Exponential Example Revisited (4/6)

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Exponential Example Revisited (5/6)

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Exponential Example Revisited (6/6)