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Survival analysis
Dr HAR ASHISH JINDALJR
Contents
• Survival• Need for survival analysis• Survival analysis• Life table/ Actuarial • Kaplan Meier product limit method• Log rank test• Mantel Hanzel method• Cox proportional hazard model• Take home message
Survival
• It is the probability of remaining alive for a specific length of time.
• point of interest : prognosis of disease e.g.– 5 year survivale.g. 5 year survival for AML is 0.19, indicate 19% of patients with AML will survive for 5 years after diagnosis
Survival
• In simple terms survival (S) is mathematically given by the formula;S = A-D/A
A = number of newly diagnosed patients under observation
D= number of deaths observed in a specified period
e.g For 2 year survival: S= A-D/A= 6-1/6 =5/6 = .83=83%
e.g For 5 year survival: S= A-D/A
Censoring
• Subjects are said to be censored– if they are lost to follow up – drop out of the study, – if the study ends before they die or have an outcome of
interest.
• They are counted as alive or disease-free for the time they were enrolled in the study.
• In simple words, some important information required to make a calculation is not available to us. i.e. censored.
Types of censoring
Three Types of Censoring
Right censoring Left censoring Interval censoring
Right Censoring
• Right censoring is the most common of concern. • It means that we are not certain what happened to
people after some point in time.• This happens when some people cannot be
followed the entire time because they died or were lost to follow-up or withdrew from the study.
• Left censoring is when we are not certain what happened to people before some point in time.
• Commonest example is when people already have the disease of interest when the study starts.
Left Censoring
• Interval censoring is when we know that something happened in an interval (i.e. not before starting time and not after ending time of the study ), but do not know exactly when in the interval it happened.
• For example, we know that the patient was well at time of start of the study and was diagnosed with disease at time of end of the study, so when did the disease actually begin?
• All we know is the interval.
Interval Censoring
FOR 5 YEAR SURVIVAL
B AND E Survived 5 years S=6- 2/6=4/6=0.67=67%
B and E did not survive for full 5
years .S=6-4/6= 2/6= 0.33=33%
Conclusion: since the observations are censored , it is not possible to know how long will subject survive . Hence the need for Special techniques to
account such censored observations
2 possibilities
Need for survival analysis
• Investigators frequently must analyze data before all patients have died; otherwise, it may be many years before they know which treatment is better.
• Survival analysis gives patients credit for how long they have been in the study, even if the outcome has not yet occurred.
• The Kaplan–Meier procedure is the most commonly used method to illustrate survival curves.
• Life table or actuarial methods were developed to show survival curves; although surpassed by Kaplan–Meier curves.
15
What is survival analysis?
• Statistical methods for analyzing longitudinal data on the occurrence of events.
• Events may include death, injury, onset of illness, recovery from illness (binary variables) or transition above or below the clinical threshold of a meaningful continuous variable (e.g. CD4 counts).
• Accommodates data from randomized clinical trial or cohort study design.
Randomized Clinical Trial (RCT)
Target population
Intervention
Control
Disease
Disease-free
Disease
Disease-free
Timeline
Random assignment
Disease-free, at-risk cohort
Target population
Treatment
Control
Cured
Not cured
Cured
Not cured
TIME
Random assignment
Patient population
Randomized Clinical Trial (RCT)
Timeline
Target population
Treatment
Control
Dead
Alive
Dead
Alive
TIME
Random assignment
Patient population
Randomized Clinical Trial (RCT)
Timeline
Cohort study (prospective/retrospective)
Target population
Exposed
Unexposed
Disease
Disease-free
Disease
Disease-free
TIME
Disease-free cohort
Timeline
20
Estimate time-to-event for a group of individuals, such as time until second heart-attack for a group of MI patients.
To compare time-to-event between two or more groups, such as treated vs. placebo MI patients in a randomized controlled trial.
To assess the relationship of co-variables to time-to-event, such as: does weight, insulin resistance, or cholesterol influence survival time of MI patients?
Objectives of survival analysis
Censored observations
Kaplan- meier or
Actuarial
Cox Proportional Hazard Model
Scale of measurement of
dependent variable
Censored observations
nominal
numerical
Life table
History of life table
• John Graunt developed a life table in 1662 based on London’s bills of mortality, but he engaged in a great deal of guess work because age at death was unrecorded and because London’s population was growing in an un-quantified manner due to migration.
HISTORY OF THE LIFE TABLE
Edmund Halley (1656 – 1742) - ‘An estimate of the Degree of the Mortality of Mankind drawn from the curious Table of the Births and Funerals at the city of Breslau’.
Life table/ Actuarial methods
Actuary means “someone collection and interpretation of numerical data (especially someone who uses statistics to calculate insurance premiums)”
Known as the Cutler–Ederer method (1958) in the medical literature
Widely used for descriptive and analytical purposes in demography, public health, epidemiology, population geography, biology and many other branches of sci ence.
Describe the extent to which a generation of people dies off with age.
Life table
A special type of analysis which takes into account the life history of a hypothetical group or cohort of people that decreases gradually by death till all members of the group died.
A special measure not only for mortality but also for other vital events like reproduction, chances of survival etc.
Uses & Applications
The probability of surviving any particular year of ageRemaining life expectancy for people at different agesMoreover, can be used to assess:
At the age of 5, to find number of children likely to enter primary school.
At the age of 15, to find number of women entering fertile period.
At age of 18, to find number of persons become eligible for voting.
Computation of net reproduction rates.Helps to project population estimates by age & sex. To estimate the number likely to die after joining service
till retirement, helping in budgeting for payment towards risk or pension.
Uses & Applications
If we want to construct a life table
showing survival & death in a cohort of 150000 babies
STEPS
1. These 1,50,000 babies born at same time were subjected to those mortality influences at various ages that influence population at certain period of time.
2. On the basis of mortality rates operating, we can estimate what number would be alive at first birthday by applying mortality rates during first year on them.
3. By applying mortality rates of second year on numbers of babies surviving at the end of the first year, we estimate number who would survive at the end of second year.
4. Similarly for other ages by applying mortality rates of selected year follow them till all members of cohort die.
5. These number of survivors at various ages form the basic data set out in a life table.
6. From these numbers we can calculate the average life time a person can expect to live after any age.
Steps
Table 1. Life table of a birth cohort
1 2 3 4 5 6 7 8
AgeX
Living at age x
(lx)
Dying b/w x & x+1 (dx)
Mortality rate (qx)
Survival rate (px)
Living b/w x & x+1 (Lx)
Living above
age x (Tx)
Life expectancy
at x (ex0)
0 142759 27124 .19000 .81000 129197 4638611 32.49
1 115635 7472 .06462 .93538 111899 4509414 39.00
2 108163 3144 .02907 .97093 106591 4397525 40.66
3 . . . . . . .
Life Table consist of 8 columns
FIRST COLUMN (x)• It gives the exact years of age starting from age
0,1,2,3…………………99.
SECOND COLUMN (lx)• lx is the of persons who are expected to attain exact age ‘x’ out of
number of births. • Thus the number 1,42,759 in lx column against ‘0’ year indicates the
number that begin their life together and are running first year of their life.
• Similarly figure 1,15,635 against 1 year indicates the number who have completed first year of life and running the second & so on.
THIRD COLUMN (dx)• It gives the number of persons among ‘lx’ who die before reaching
‘x+1’dx=lx-(lx+1)
• In this life table corresponding to ‘x = 0’ dx=142759-115635=27124
• If ‘x = 1’ then dx=115635-108163=7472
FOURTH COLUMN (qx)• It is the mortality rate to which population groups would be exposed, but it
is not the same as the age specific death rates obtained from death registration records.
qx= dx/lx.• If in above life table, x=0 then q0=27124/142759=.19000• Similarly for x=1, q1=7472/115635=.06462
FIFTH COLUMN (Px)• It is the probability that a person of precise age x will survive till his next
b’day• Since a person must either live or die in a particular year of life so
qx+px=1So px=1-qx
• For x=0, p0=1-0.19000=0.81000• Similarly x=1, p1=1-0.06462=0.93538
SIXTH COLUMN (Lx)• It is number of years lived in aggregate by cohort of lx persons
between ages x & x+1Lx=lx-1/2dx
• For age 2, Lx=108163-1/2×3144=106591• Lx is based on assumption that deaths are evenly distributed
throughout the year.• Lx can also be calculated as: Lx = lx+(lx+1)
2
SEVENTH COLUMN (Tx)• It is number of years lived by group from age x until all of them die. • Thus Tx=(Lx)+(Lx+1)+(Lx+2)+……………Ln. OR• Thus for the above table T0=129197+111899+106591+……..+9+5+2=
4638611z
EIGHT COLUMN (ex0)
• It measures average numbers of years a person of a given age x can be expected to live under the prevailing mortality conditions.
• The expectation of life at age x is obtained by• ex
0=Tx/lx• For x=2, e2
0 = 4397525 / 108163 = 40.66• For x=95, e95
0 = 32 / 21 = 1.5
Agex
Living at age x
(lx)
Dying b/w x & x+1 (dx)
Mortality rate (qx)
Survival rate (px)
Living b/w x & x+1 (Lx)
Living > age x
(Tx)
Life expectancy
at x (ex0)
1 2 3 4 5 6 7 8
0 142759 27124 .19000 .81000 129197 4638611 32.49
1 115635 7472 .06462 .93538 111899 4509414 39.00
2 108163 3144 .02907 .97093 106591 4397525 40.66
3 105019 3254 .03098 .96902 103392 4290934 40.86
4 102006 2006 .01967 .98033 101121 4187542 41.05
5 100000 1710 .01710 .98290 99145 4086420 40.86
. . . . . . . .
. . . . . . . .
. . . . . . . .
95 21 9 .40957 .59043 16 32 1.52
96 12 6 .42932 .57068 9 16 1.34
97 6 3 .44964 .55036 5 7 1.17
98 3 1 .47046 .52954 2 2 0.64
99 1 1 .49176 .50823 … … …
Modified life table
1. For survival in different treatment regimens
2. Arrange the the 13 patients on etoposide plus cisplatin(treatment arm =1) according to length of time they had no progression of their disease.
3. Features of the intervals:1. arbitrary
2. should be selected with minimum censored observations
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
No. of pts (13) began the study, so n1 is 13
1 patient's disease progressed, referred
to as a terminal event (d1)
2 patients are referred to as withdrawals (w1).
• The actuarial method assumes that patients withdraw randomly throughout the interval; therefore, on the average, they withdraw halfway through the time represented by the interval.
• In a sense, this method gives patients who withdraw credit for being in the study for half of the period.
Assumption:
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi di qi = di/[ni-(wi/2)]
pi = 1–qi si = pipi–1pi-2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
One-half of the number of patients withdrawing is subtracted from the number beginning the interval, so the EXPOSED TO RISK during the period, 13 – (½ × 2), or 12 in first interval.
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
The proportion terminating (q1 = d1/[n1-(w1/2]) is 1/12 = 0.0833.
. Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
The proportion surviving (p1 = 1-q1) is 1 – 0.0833 = 0.9167
because we are still in the first period, the cumulative survival is 0.9167
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
four patients withdraw w2 = 4
one's disease
progressed, so d2 = 1
At the beginning of the second interval, only 10 patients remain.n2=10
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–
91.
the proportion terminating (q2 = d2/[n2-(w2/2]) during 2nd interval is 1/[10 – (4/2)] = 1/8, or 0.1250.
the proportion with no progression is 1 – 0.1250, or 0.8750
Life table for sample of 13 patient treated with etoposide with cisplatin
Life Table Survival Variable: Progression-Free Survival
ni wi diqi = di/[ni-
(wi/2)] pi = 1–qi si = pipi–1pi-
2…p1
Interval Start Time
No. entering Interval
No. withdrawn
du. Interval
No. exposed to risk
No. of terminal events
Propn terminating
Propn surviving
Cumul Propn Surv at End
0.0 13.0 2.0 12.0 1.0 0.0833 0.9167 0.9167
3.0 10.0 4.0 8.0 1.0 0.1250 0.8750 0.8021
6.0 5.0 4.0 3.0 0.0 0.0000 1.0000 0.8021
9.0 1.0 1.0 0.5 0.0 0.0000 1.0000 0.8021
Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–9
Rule from probability theory:
P(A&B)=P(A)*P(B) if A and B independent
the cumulative proportion of surv =p1*p2= 0.0.9167 × 0.8750=
0.8021
• Like Cancer treatment, life table of survivorship after any treatment as treatment of cancer by irradiation or drugs or after operation, such as of cancer cervix or breast can be prepared & made use in probabilities of survival at beginning or at any point of time.
• More recently, survival can be enquired after-– Heart operation like bypass, angioplasty, ballooning,
stenting, heart transplantation.– Kidney, lung, liver & other organ transplantation.
Life table
• This computation procedure continues until the table is completed.
• pi = the probability of surviving interval i only; to survive interval i, a patient must have survived all previous intervals as well.
• The probability of survival at one period is treated as though it is independent of the probability of survival at others
• Thus, pi is an example of a conditional probability because the probability of surviving interval i is dependent, or conditional, on surviving until that point.
• This is called survival function.
Life Table
Limitation
• The assumption that all withdrawals during a given interval occur, on average, at the midpoint of the interval.
• This assumption is of less consequence when short time intervals are analyzed; however, considerable bias can occur :
• if the intervals are large, • if many withdrawals occur, &• if withdrawals do not occur midway in the
interval. • The Kaplan–Meier method overcomes this problem.• .
Kaplan Meier product limit method
46
Kaplan-Meier Product limit method
• Similar to actuarial analysis except time since entry in the study is not divided into intervals for analysis.
• Survival is estimated each time a patient has an event.• Withdrawals are ignored• It gives exact survival times in comparison to
actuarial because it does not group survival time into intervals
47
Introduction to Kaplan-Meier
• Non-parametric estimate of the survival function.• Commonly used to describe survivorship of study
population/s.• Commonly used to compare two study populations.• Intuitive graphical presentation.
Beginning of study End of study Time in months
Subject B
Subject A
Subject C
Subject D
Subject E
Survival Data (right-censored)
1. subject E dies at 4 months
X
0 12
100%
Time in months
Corresponding Kaplan-Meier Curve
Probability of surviving to 4 months is 100% = 5/5
Fraction surviving this death = 4/5
Subject E dies at 4 months
4
Beginning of study End of study Time in months
Subject B
Subject A
Subject C
Subject D
Subject E
Survival Data
2. subject A drops out after 6 months
1. subject E dies at 4 months
X
3. subject C dies at 7 monthsX
100%
Time in months
Corresponding Kaplan-Meier Curve
subject C dies at 7 months
Fraction surviving this death = 2/3
74
Beginning of study End of study Time in months
Subject B
Subject A
Subject C
Subject D
Subject E
Survival Data
2. subject A drops out after 6 months
4. Subjects B and D survive for the whole year-long study period
1. subject E dies at 4 months
X
3. subject C dies at 7 monthsX
12
100%
Time in months
Corresponding Kaplan-Meier Curve
Rule from probability theory:
P(A&B)=P(A)*P(B) if A and B independent
In kaplan meier : intervals are defined by failures(2 intervals leading to failures here).
P(surviving intervals 1 and 2)=P(surviving interval 1)*P(surviving interval 2)
Product limit estimate of survival = P(surviving interval 1/at-risk up to failure 1) * P(surviving interval 2/at-risk up to failure 2) = 4/5 * 2/3= .5333
0
The probability of surviving in the entire year, taking into account censoring = (4/5) (2/3) = 53%
Example :kaplan–Meier survival curve in detail for patients on etoposide plus
cisplatinEvent Time(T)
Number at Risk ni
Number of Events di
Mortality qi = di/ni
Survival pi = 1 - qi
Cumulative Survival S = pip(i-1)…p2p1
1.0 13 1 0.076 0.9231 0.9231
2.4 12
2.8 11
3.1 10
3.7 9
4.4 8 1 0.1250 0.8750 0.8077
4.6 7
4.7 6
6.5 5
7.1 4
8.0 3
8.1 2
12.0 1
• One patient's disease progressed at 1 month and another at 4.4 months, and they are listed under the column “Number of Events.”
• Then, each time an event or outcome occurs, the mortality, survival, and cumulative survival are calculated in the same manner as with the life table method.
• In this method first step is to list the times when a death or drop out occurs, as in the column “Event Time”.
Contd…
• If the table is published in an article, it is often formatted in an abbreviated form, such as in Table 5.
Kaplan–Meier survival curve in abbreviated form for patients on etoposide plus cisplatinEvent Time
(T)Number at
Risk ni
Number of Events
di
Mortality qi = di/ni
Survival pi = 1 - qi
Cumulative Survival S = pip(i-1)…p2p1
1.0 13 1 0.076 0.9231 0.9231
4.4 8 1 0.1250 0.8750 0.8077
..
..
..
12.0
Kaplan meir survival curve for patients on etoposide & cisplatin(Source: Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–91.)
2.0 4.0 6.0 8.0 10.0 12.0
57
Limitations of Kaplan-Meier
• Requires nominal predictors only• Doesn’t control for covariates
Cox progressive hazard model solves these problems
Kaplan meir survival curve with 95 % confidence limits for patients on irinotecan & cisplatin(Source: Source: Noda K, Nishiwaki Y, Kawahara M, Negoro S, Sugiura T, Yokoyama A, et al: Irinotecan plus cisplatin compared with etoposide plus cisplatin for extensive small-cell lung cancer. N Engl J Med 2002; 346: 85–91.)
Comparison between 2 survival curve
• Don’t make judgments simply on the basis of the amount of separation between two lines
Comparison between 2 survival curve
• For comparison if no censored observations occur, the Wilcoxon rank sum test introduced, is appropriate for comparing the ranks of survival time.
• If some observations are censored, methods may be used to compare survival curves.– the Logrank statistic – the Mantel–Haenszel chi-square statistic.
Logrank test
• The log rank statistic is one of the most commonly used methods to learn if two curves are significantly different.
• This method also known as Mantel-logrank statistics or Cox-Mantel-logrank statistics
• The logrank test compares the number of observed deaths in each group with the number of deaths that would be expected based on the number of deaths in the combined groups that is, if group membership did not matter.
Hazard ratio
• The logrank statistic calculates the hazard ratio• It is estimated by O1st group/E1st group
divided by O2nd group/E2group• The hazard ratio is interpreted in a similar
manner as the odds ratio• Using the hazard ratio assumes that the hazard
or risk of death is the same throughout the time of the study.
Mantel– Haenszel chi test
• Another method for comparing survival distributions is an estimate of the odds ratio developed by Mantel and Haenszel that follows (approximately) a chi-square distribution with 1 degree of freedom.
• The Mantel– Haenszel test combines a series of 2 × 2 tables formed at different survival times into an overall test of significance of the survival curves.
• The Mantel–Haenszel statistic is very useful because it can be used to compare any distributions, not simply survival curves
Cox progressive hazard model
Why is called cox proportional hazard model
• Cox =scientist’s name(Sir David Roxbee Cox)– British statistician– In 1972 developed it.
• Uses hazard function
• covariates have a multiplicative or a proportional , effect on the probability of event
What does cox model do>
• It examines two pieces of information:– The amount of time since the event first happened
to a person– The person’s observations on the independent
variables.
Cox progressive hazard model
• Used to assess the simultaneous effect of several variables on length of survival.
• It allows the covariates(independent variables) in the regression equation to vary with time.
• Both numerical and nominal independent variables may be used in this model.
COX regression coefficient
• Determines relative risk or odd’s ratio associated with each independent variable and outcome variable, adjusted for the effect of all other variables .
Hazard function
• Opposite to survival function• Hazard function is the derivative of the survival
function over time h(t)=dS(t)/dt• instantaneous risk of event at time t (conditional
failure rate)
• It is the probability that a person will die in the next interval of time, given that he survived until the beginning of the interval.
Hazard function
• Hazard function given by
h(t,x1,x2…x5)=ƛ0 (t)eb1x1+b2x2+….b5x5
• ƛ0 is the baseline hazard at time t i.e. ƛ0(t)
• For any individual subject the hazard at time t is hi(t).
• hi(t) is linked to the baseline hazard h0(t) by
loge {hi(t)} = loge{ƛ0(t)} + β1X1 + β2X2 +……..+ βpXp
• where X1, X2 and Xp are variables associated with the subject
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Proportional hazards:
Hazard functions should be strictly parallel!
Produces covariate-adjusted hazard ratios!
Hazard for person j (eg a non-smoker)
Hazard for person i (eg a smoker)
Hazard ratio
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The model: binary predictor
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Table 2. Death rates for screenwriters who have won an academy award.* Values are percentages (95% confidence intervals) and are adjusted for the factor indicated Relative increase
in death rate for winners
Basic analysis 37 (10 to 70)
Adjusted analysis
Demographic:
Year of birth 32 (6 to 64)
Sex 36 (10 to 69)
Documented education 39 (12 to 73)
All three factors 33 (7 to 65)
Professional:
Film genre 37 (10 to 70)
Total films 39 (12 to 73)
Total four star films 40 (13 to 75)
Total nominations 43 (14 to 79)
Age at first film 36 (9 to 68)
Age at first nomination 32 (6 to 64)
All six factors 40 (11 to 76)
All nine factors 35 (7 to 70)
HR=1.37; interpretation: 37% higher incidence of death for winners compared with nominees
HR=1.35; interpretation: 35% higher incidence of death for winners compared with nominees even after adjusting for potential confounders
Importance
• Provides the only valid method of predicting a time dependent outcome , and many health related outcomes related to time.
• Can be interpreted in relative risk or odds ratio• Gives survival curves with control of
confounding variables.• Can be used with multiple events for a subject.
Take Home Message
• survival analysis deals with situations where the outcome is dichotomous and is a function of time
• In survival data is transformed into censored and uncensored data
• all those who achieve the outcome of interest are uncensored” data
• those who do not achieve the outcome are “censored” data
Take Home Message
• The actuarial method adopts fixed class intervals which are most often year following the end of treatment given.
• The Kaplan-Meier method uses the next death, whenever it occurs, to define the end of the last class interval and the start of the new class interval.
• Log-Rank test used to compare 2 survival curves but does not control for confounding.
• Mantel henzel test can compare any curve not only survial curves
• For control for confounding use another test called as ‘Cox Proportional Hazards Regression.’
Thank you