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Statistical Models and Methods for Lifetime Data
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Modelling Survival Data in Medical Research
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Statistical Models and Methods
for Lifetime Data
Second Edition
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Statistical Models and Methods
for Lifetime Data
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Contents
Preface to Second Editiol1
Preface to
First
Edition
1. Basic Concepts
and
岛
10dels
1.1
Introduction, 1
1.2
Li
fetim
巳
Distributions
,
8
1.2.1
Continuous
M
刨出,
8
1.
2.2 Discrete Models,
10
1.2.3 A General
Forτnulation
,
11
1.
2
.4
Some
R
巳
marks
on
th
巳
Hazard
Function,
14
1.3
Some Important
Mod
巳
Is
,
16
1.
3.1
Th
巳
Expon
巳
ntial
Di
stribution,
17
1
.3
.2
丁
he
Weibull Distribution,
18
1.3
.3
Th
巳
Log-Normal
Distribution,
21
1.3
.4
The Log-Logistic
Di
stribution,
23
1.
3.5 The Gamma Distribution, 25
1.3
.6 Log-Location-Scale
Mod
巳
ls
,
26
1.3
.7
Th
e
Inv巳
rs
巳
Gaussian
Distribution, 30
1.3
.8
Models with
Pi
巳
cewise
Constant 0
1'
Polynomial
Hazard Functions
, 30
1.
3.9 Some
Oth
巳
rMod
巳
ls
,
33
1.
3.10 Mixture
Mod
邸,
33
1.
4
R
巳
gression
如
10de1s
,
34
1.
5 Multiple Lifetimes and
Multipl
巳
Modes
of
Fa
i1
ure, 36
1.
6 Some Comments on Model
SeI
巳
ction
and Statistical Analysis, 37
Bib
Iiographic
Not
巳
s
,
39
Computational Notes
, 40
Problems and Supplements
,
41
xv
XJX
1
VJI
E
,,','
a
VIJI
CONTENTS
2.
Ohscrvation
Sche
llJ
cs, Censo
1"Î
ng,
and
LiI{elihood
2.1
Introdllctic
啊.
49
2.2 Right Cemoring and Maximum
Li
ke
Iihood, 52
2.2.1
Som
巳
Types
of
Right Censoring, 52
2.2.2 A
G
巳
n
巳
ral
Formulation
of
Right
C
巳 nsoring
,
58
2.2.3
Li
kelihood
Infer
巳
nc
巳
with
Censor
巳
d
Data,
61
2.3
0
加巧
p
t:
S 0
1'
Incomple
叫
a
以
63
2.3.1
Int
巳
rmitt
巳
nt
Obs
巳
rvation
and Interval
C
巳
nsoring
,
63
2.3.2
D'
lU
ble
C
巳 nsoring
,
66
2.3.3
Rl~marks
on
Missing Data, 66
2
.4
TJ'U ncation and Selection Effects,
67
2.4.1
Dnlaycd Entry and
L
巳
ft
Truncation, 67
2
.4
.2'
Rc!trosp
巳
ctiv
巳
Observation
and
Sel
巳
ction
Effects, 70
2.5 Jnformatioll
ancl
D
巳
sign
Iss
可邸,
71
ßibliogmphic
Not~s
,
74
Problems and
Supple
ll1巳
nts
,
75
3
, Some
Nonl)arm
ll'
~tric
and
Graphical
Procedures
3.1
Introductio
飞
79
3.2 Nnnparam
c:
tric Estimation
of
a S
lI
rvivor Function and
Quantiles
, 80
3.2.1
TI
‘巳
Product-
Li
mit
Estima
旬,
80
3.2.2
丁
be
Nelson-Aalen
Estimat
巳,
85
.~.2.3
Inferval Estímatíon
of
Survíval
Probabiliti
巳
5
01'
Q
lI
anlil
邸,
87
3.2
.4
A, ymptotic
Prope
l'
ti
巳吕
of
Estimat
Ol飞
95
3.3 Descriplive and Diagnostic Plots, 98
3.3.1
PI
门
18
lnvolving S
lI
rvivor 0
1'
Cumulativ
巳
I-
l!:
zard Functio
l1
s, 98
3
.3
.2
C1.
lssic Probability Plots,
108
3
.4
Estimatioll ,
)f
Haznrd 0
1'
D
巳
nsity
Functions, J 09
3
.4
.1
, Gêneral Remarks, J 09
3
.4
.2
SO'
l1
e Simple Procedllres and
an
ExampJe, J
11
3.5
JVl
ethods fo' Truncated and IntervaJ Censored
Dat
且,
115
3.5.1
L
巳
:'t-Tnmcnted
Dntn
,
116
3.5.2
Right-Trllncat
巳 d
Data,
120
3.5.3 lnt !rval-Censored Data, 124
49
79
CONTENTS
3.6 Life
Tab1es
, 128
3.6
.1
Standard
Li
fe Table Methods,
128
3.6.2 Theory for
Li
fe Table Methodology, 132
Bibliographic Notes, 136
Computational
Not
邸,
138
Probl 巳
ms
and Supplements, 139
4.
Inference
Procedures
for
Parametric
Models
4.1
Infer
巳
nce
Proc
巳
dur
巳
s
forExpon
巳
ntial
Distributions, J 47
4.
1.1
Methods Based on Large-Sample
Theo
巧,
148
4.
1.
2 Exact Methods for
C
巳
rtain
Life
Te
剿,
152
4.1
.3
Comparison
of
Distributions, 154
4
.1.4
Planning
Experim
巳
nts
or
Li
fe Tests, 157
4.2
Inferenc
巳
Procedures
for Some
Oth
巳
r
Models, 164
4.2.1"
Th
巳
Gamma
Distribution, 164
4.2.2 The
lnv
巳
rse
Gaussian Distribution, 170
4.2
.3
Mod
巳
ls
with
Polynomial-Bas
巳
d
Hazard Functions, 172
4.3
Group
巳
d
,
Interval
C
巳
nsored
,
or
Truncat
巳
d
Data, 174
4.3.1
Group
巳
d
Li
fetim
巳
s
,
174
4.3.2
Int
巳 rva1-C巳
nsored
Data, 176
4.3.3 Truncated Data, 177
4
.4
Mixture Models,
181
4.5 Threshold
Param
巳
ters
,
185
4.5
.1
General Remarks, 186
4.5.2
The
Thr
巳巳
-Parameter
Weibull Distribution, 187
4
.5
.3
Th
巳虫1V
0-Paramet
巳
r
Exponential Distribution, 190
4.6
Pr
巳
diction
lntervals, 194
Bibliographic
Not
巳
s
,
200
Computational Notes, 201
Problems and
Suppl
巳
ments
,
202
ix
147
扩
,
5.
In
ference
Procedures
for Log-Location-Scale Di
stributions
211
5.1
Infer
巳
nc
巳
for
Location-Scale Distributions, 211
5.
1.1
Li
kelihood-Bas
巳
d
如
1ethods
,
212
5.
1.
2 Exact Procedures Under
Ty
p
巳
2
Censori
吨,
217
5.2 Weibu
lI and Extreme-Value
Dì
stributions, 218
5.2
.Ì
Likelihood-Bas
巳
d
Infer
巳
nce
Procedures, 218
5.2.2 Exact Confidence Intervals
Und
巳
r
Ty
pe 2
Censorir
毡,
223
5.3 Log-Normal and Log-Logistic
Dì
stributions, 230
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