Survival

Survival Analysis
Statistical Analysis Using R Stephen Cox Midwest SETAC

stephen.cox@ttu.edu March 2009
Setting
• The time to an event is frequently an
important outcome (or endpoint)
• E. g.,
– Dosing studies designed to determine an LC50 allow you to
determine “the concentration that kills 50% of the individuals
within a specific time frame (frequently 48h)”
– A more rigorous approach would be to ask “what are the

combined effects of concentration and exposure duration on the
lifetimes (or time to death) of individuals”

Approach
– Model time to event (commonly failure or
death)
• Unlike linear regression, survival analysis has a
dichotomous (binary) outcome
• Unlike logistic regression (which models the
probability of an event), survival analysis analyzes
the time to an event
– Specifically – the probability that the event does not
occur until after some specific time

Approach
– Time as a dependent variable is tricky!
• Non-normal
• Censoring Start Study End Study
TIME
Individual 1
Individual 2
“Right” Censored
Individual 3
Individual 4
Individual 5

Example
Acute exposure of newborn rodents to cadmium (2 mg/kg
body weight). Preliminary trial, n=10. Time is measured in
days. (from Piegorsch and Bailer 1997, page 481)
6 individuals die, at days 1,3,4,4,6,8

4 animals develop other, unrelated problems and must be
removed (i.e., censored) at days 2,4,5,9
> ttt = c(1,3,4,4,6,8,2,4,5,9)
> ttt.status = c(1,1,1,1,1,1,0,0,0,0) 0 indicates censored
observations
What is the affect of exposure on lifespan?

Survivor Function, S(t)

• Represents the probability that the “event” does not happen until
after some specific time
• Simplest from – just the proportion of individuals still alive at time t
However – this does not

account for the fact that we
have censored
observations!!

• Kaplan-Meier (Product-Limit) Estimator – a non-parametric
estimator that adjusts for censuring
di = # of deaths at ti
ni= # of organisms alive and uncensored immediately before ti
(i.e., the number “at risk”)
> sfit = survfit(Surv(ttt,ttt.status)~1,

type="kaplan-meier")
> plot(sfit,xlab='time',ylab='S(t)')


• Kaplan-Meier (Product-Limit) Estimator – a non-parametric
estimator that adjusts for censuring
di = # of deaths at ti
ni= # of organisms alive and uncensored immediately before ti
(i.e., the number “at risk”)
> sfit = survfit(Surv(ttt,ttt.status)~1,

type="kaplan-meier")
> plot(sfit,xlab='time',ylab='S(t)')
Censored observations

Correcting for Censoring
Kaplan-Meier
Uncorrected

Hazard Function, h(t)

• Hazard function is the derivative of the survivor function over time
– Age specific death rate when an individual is t years old

– mathematically convenient – more later
• Cumulative hazard function, H(t) = -log(S(t))

Comparing Survival
Gehan dataset: remission time of leukemia patients.
Patients are split into two treatments. (from library MASS)
Is the treatment effective (i.e.,

is there a significant difference
in survival between groups)?
> library(MASS)
> data(gehan)
> gehan.surv = survfit(Surv(time,cens)~treat,
data=gehan)
> plot(gehan.surv,lty=3:2,lwd=2,cex=2,
xlab = "time of remission(weeks)",
ylab="survival")
> legend(25,0.1,c("control","6-MP"),
lty=2:3,lwd=2)

Comparing Survival
• Log-Rank Test
– Based on each curves’ PL estimator
– Semi-parametric approach
– aka Cox-Mantel Test or Mantel-Haenszel Test
> survdiff(Surv(time,cens)~treat, data=gehan)
Call:
survdiff(formula = Surv(time, cens) ~ treat, data = gehan)
N Observed Expected (O-E)^2/E (O-E)^2/V

treat=6-MP 21 9 19.3 5.46 16.8
treat=control 21 21 10.7 9.77 16.8
Chisq= 16.8 on 1 degrees of freedom, p= 4.17e-05

We need a methodology that would allow us to model survival time more
generally and to allow for covariates (think regression models - in fact, if we did
not have to worry about censoring, we could just use a glm). To do this, one
approach is to use …
• Parametric Estimators – assume a known probability distribution of lifetimes

From basic stats, let f(t) be the probability density function (pdf) of lifetimes,
and F(t) be the probability distribution function (or, cumulative distribution
function, cdf) of lifetimes.
Survivor and hazard functions are just …


• Parametric Estimators –
Commonly used distributions …

Exponential
1.0
0.9
> sregexp = survreg(Surv(ttt,ttt.status)~1,

dist="exponential")
0.8
> curve(pweibull(x,scale = exp(coef(sregexp)),

shape=1,lower=F), from=0,to=8,
0.7
xlab = "time", ylab ="S(t)", col='red',

S(t)
main='Exponential')
0.6
> lines(sfit)
0.5
0.4
0 2 4 6 8
time


Weibull
1.0
> sregwei = survreg(Surv(ttt,ttt.status)~1,

dist="weibull")
0.8
> curve(pweibull(x,scale=exp(coef(sregwei)),
shape=1/sregwei$scale,lower=F),from=0,
to=8, xlab = "time", ylab ="S(t)",
S(t)
col='red', main='Weibull')
0.6
> lines(sfit)
0.4
0 2 4 6 8
time

Comparing Survival (or Hazard)
• Two general classes of regression models
– Accelerated failure-time (AFT) models
• parametric
– Proportional hazards (PH) model
• can be parametric or semi-parametric (Cox)

Accelerated Failure Time (AFT) Models
where, σ is a scale parameter, and the εj

are assigned a parametric distribution
output_name = survreg(Surv(time_var,cens_var)~Xi, dist=“distribution”)
Back to the gehan example:
> gehanreg = survreg(Surv(time,cens)~treat, data=gehan, dist="weibull")

> gehanreg
Call:
survreg(formula = Surv(time, cens) ~ treat, data = gehan, dist = "weibull")
Coefficients:
(Intercept) treatcontrol
3.515687 -1.267335
Scale= 0.7321944
Loglik(model)= -106.6 Loglik(intercept only)= -116.4


> summary(gehanreg)
Call:
survreg(formula = Surv(time, cens) ~ treat, data = gehan, dist = "weibull")
Value Std. Error z p
(Intercept) 3.516 0.252 13.96 2.61e-44
treatcontrol -1.267 0.311 -4.08 4.51e-05
Log(scale) -0.312 0.147 -2.12 3.43e-02
Scale= 0.732
Weibull distribution
Number of Newton-Raphson Iterations: 5
n= 42
> anova(gehanreg)
Df Deviance Resid. Df -2*LL P(>|Chi|)
NULL NA NA 40 232.8108 NA
treat -1 19.65183 39 213.1590 9.291424e-06

Weibull Distribution
Assessing the adequacy of the weibull distribution …
These should be
approximately
linear!
> plot(gehan.surv,lty=2:3,lwd=2,cex=2,
fun="cloglog",xlim=c(1,40),
xlab = "time of remission(weeks)",
ylab="log H(t)")
> legend(2,0.5,c("control","6MP"),
lty=3:2)

Leukemia survival times with two covariates. (from library MASS)
white blood cell count (wbc)
diagnostic test results (ag)
NOTE: No censored
observations!
> library(MASS)
> data(leuk)
> leukfit = survfit(Surv(time)~ag, data=leuk)
> plot(leukfit,lty=3:2,lwd=2,cex=2,
xlab = "time",ylab="survival")
> legend(115,1,c("ag present","agabsent"),
lty=2:3,lwd=2)


• Because there were no censored observations, we could also approach the data
using a glm!
> leuk_glm = glm(time~ag*log(wbc), data=leuk, family=Gamma(link=log))
> summary(leuk_glm,dispersion=1)
Call:
glm(formula = time ~ ag * log(wbc), family = Gamma(link = log), NOTE: the exponential
data = leuk)
distribution is a special
Deviance Residuals: case of the Gamma
Min 1Q Median 3Q Max distribution with
-1.9921 -1.2116 -0.3269 0.2159 1.5647
dispersion=1
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 4.3435 1.9662 2.209 0.0272 *
agpresent 4.1347 2.5703 1.609 0.1077
log(wbc) -0.1540 0.2027 -0.760 0.4472
agpresent:log(wbc) -0.3278 0.2669 -1.228 0.2194
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
(Dispersion parameter for Gamma family taken to be 1)
Null deviance: 58.138 on 32 degrees of freedom

Residual deviance: 38.555 on 29 degrees of freedom
AIC: 301.74
Number of Fisher Scoring iterations: 11

> leuk_reg = survreg(Surv(time)~ag*log(wbc), data=leuk, dist="exponential")
> leuk_reg
Call:
survreg(formula = Surv(time) ~ ag * log(wbc), data = leuk, dist =
"exponential")
Coefficients:
(Intercept) agpresent log(wbc) agpresent:log(wbc)
4.3432709 4.1349385 -0.1540179 -0.3278114
Scale fixed at 1

Chisq= 19.58 on 3 degrees of freedom, p= 0.00021
n= 33


> summary(leuk_reg)
Call:
survreg(formula = Surv(time) ~ ag * log(wbc), data = leuk, dist =
"exponential")
(Intercept) 4.343 1.638 2.651 0.00802
agpresent 4.135 2.370 1.745 0.08097 NOTE: the interaction term
log(wbc) -0.154 0.168 -0.915 0.36000 is not significant,
agpresent:log(wbc) -0.328 0.246 -1.332 0.18298 indicating consistent
effects of log(wbc) across
Scale fixed at 1 groups.
Exponential distribution
n= 33

> leuk_reg = survreg(Surv(time)~ag+log(wbc), data=leuk, dist="exponential")
> summary(leuk_reg)
Call:
survreg(formula = Surv(time) ~ ag + log(wbc), data = leuk, dist =
"exponential")
(Intercept) 5.815 1.263 4.60 4.15e-06
agpresent 1.018 0.364 2.80 5.14e-03
log(wbc) -0.304 0.124 -2.45 1.44e-02
Scale fixed at 1
Exponential distribution
n= 33

Proportional Hazards Model

• Hazard function is modeled as a multiple of some
baseline hazard
– Baseline hazard can be specified as a fully parametric
model
• Requires assumptions to be met
• NOTE: the Weibull PH model turns out to be the same thing
as the Weibull AFT!
– Cox PH model
• The form of the baseline hazard is left unspecified
• Thus, provides a framework for modeling survival with
covariates but is “less parametric”

• Cox PH model,
output_name = coxph(Surv(time_var,cens_var)~Xi)
> leuk_cox = coxph(Surv(time)~ag+log(wbc), data=leuk)
> summary(leuk_cox)
Call:
coxph(formula = Surv(time) ~ ag + log(wbc), data = leuk)
n= 33
coef exp(coef) se(coef) z p
agpresent -1.069 0.343 0.429 -2.49 0.0130
log(wbc) 0.368 1.444 0.136 2.70 0.0069
exp(coef) exp(-coef) lower .95 upper .95

agpresent 0.343 2.913 0.148 0.796
log(wbc) 1.444 0.692 1.106 1.886
Rsquare= 0.377 (max possible= 0.994 )

Likelihood ratio test= 15.6 on 2 df, p=0.000401
Wald test = 15.1 on 2 df, p=0.000537 See also cph in the
Score (logrank) test = 16.5 on 2 df, p=0.000263 Design library


• Leuk data
RED: Kaplan Meier (survival curves
for individuals in the two groups)
BLACK: Cox PH (survivial curves for
individuals WITH AVERAGE WBC in
the two groups)
Some of the differences between the
two groups were due to different
wbc!
> attach(leuk)
> plot(survfit(Surv(time)~ag), lty=2:3, log=T,
lwd=3, col='red')
> leuk_coxs = coxph(Surv(time)~strata(ag)+log(wbc),
data=leuk)
> lines(survfit(leuk_coxs),lty=2:3, lwd=3)
> legend(80,.8,c("ag absent", "ag present"),
lty=2:3, lwd=3)


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Survival Analysis

Statistical Analysis Using R Stephen Cox Midwest SETAC

– A more rigorous approach would be to ask “what are the

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

6 individuals die, at days 1,3,4,4,6,8

What is the affect of exposure on lifespan?

Survivor Function, S(t)

However – this does not

Statistical Analysis Using R Stephen Cox Midwest SETAC

> sfit = survfit(Surv(ttt,ttt.status)~1,

Statistical Analysis Using R Stephen Cox Midwest SETAC

Survivor Function, S(t)

> sfit = survfit(Surv(ttt,ttt.status)~1,

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Hazard Function, h(t)

– Age specific death rate when an individual is t years old

• Cumulative hazard function, H(t) = -log(S(t))

Statistical Analysis Using R Stephen Cox Midwest SETAC

Is the treatment effective (i.e.,

Statistical Analysis Using R Stephen Cox Midwest SETAC

N Observed Expected (O-E)^2/E (O-E)^2/V

Chisq= 16.8 on 1 degrees of freedom, p= 4.17e-05

Statistical Analysis Using R Stephen Cox Midwest SETAC

• Parametric Estimators – assume a known probability distribution of lifetimes

Survivor and hazard functions are just …

Statistical Analysis Using R Stephen Cox Midwest SETAC

Survivor Function, S(t)

Statistical Analysis Using R Stephen Cox Midwest SETAC

> sregexp = survreg(Surv(ttt,ttt.status)~1,

> curve(pweibull(x,scale = exp(coef(sregexp)),

xlab = "time", ylab ="S(t)", col='red',

Statistical Analysis Using R Stephen Cox Midwest SETAC

Survivor Function, S(t)

> sregwei = survreg(Surv(ttt,ttt.status)~1,

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Accelerated Failure Time (AFT) Models

where, σ is a scale parameter, and the εj

Back to the gehan example:

> gehanreg = survreg(Surv(time,cens)~treat, data=gehan, dist="weibull")

Loglik(model)= -106.6 Loglik(intercept only)= -116.4

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Accelerated Failure Time (AFT) Models

(Dispersion parameter for Gamma family taken to be 1)

Null deviance: 58.138 on 32 degrees of freedom

Number of Fisher Scoring iterations: 11

Statistical Analysis Using R Stephen Cox Midwest SETAC

Loglik(model)= -145.7 Loglik(intercept only)= -155.5

Statistical Analysis Using R Stephen Cox Midwest SETAC

Accelerated Failure Time (AFT) Models

Statistical Analysis Using R Stephen Cox Midwest SETAC

Statistical Analysis Using R Stephen Cox Midwest SETAC

Proportional Hazards Model

Statistical Analysis Using R Stephen Cox Midwest SETAC

exp(coef) exp(-coef) lower .95 upper .95

Rsquare= 0.377 (max possible= 0.994 )