University of Helsinki Department of Mathematics and Statistics
Faculty of Science
Faculty of Social Sciences
  
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Event-history analysis, Fall 2008

Teachers

Kari Auranen
Sangita Kulathinal

Lectures

Weeks 36-38, September 1-5, 8-10, 15-16 from 09.00 to 13.00.

Place: room (to be announced)

Exams

Home assignments during the course

Prerequisites

Basic skills in statistics and programming.

Bibliography

Andersen, P. K., Borgan, O, Gill, R. D., Keiding, N. Statistical Models Based on Counting Processes. Springer-Verlag, (1993).

Kalbfleisch, J. D., and R. L. Prentice. The Statistical Analysis of Failure Time Data. 2nd ed. New York: Wiley, (2002).

Per Kragh Andersen and Niels Keiding. Multi-state models for event history analysis. Statistical Methods in Medical Research 2002; 11: 91-115.

Per Kragh Andersen, Steen Z Abildstrom, Susanne Rosthøj. Competing risks as a multi-state model. Statistical Methods in Medical Research 2002; 11: 203-215.

Exercises

There will be one exercise everyday illustrating event history analysis using R.

Credits

6-8 ECTS

Preliminary contents

  • Monday (Sep 1)
    • 1. & 2. Introduction to survival and event history analysis
    Practical I (Intro to R and basics to survival analysis in R)

  • Tuesday (Sep 2)
    • 3. Estimation of survival functions and the construction of likelihood functions
    4. Parametric survival distributions
    Practical II

  • Wednesday (Sep 3)
    • 5. Parametric inference in survival models
    6. Semi-parametric and non-parametric inference
    Practical III

  • Thursday (Sep 4)
    • 7. & 8. Model checking, stratified analyses
    Practical IV

  • Friday (Sep 5)
    • 9.& 10. Introduction to course works
    Practical V

  • Monday (Sep 8)
    • 11. Discussion article 1 (Choice of time scale, open and closed cohorts etc.)
    12. Discussion article 2 (Competing risks)

  • Tuesday (Sep 9)
    • 13. Discussion article 3 (Event history analysis)
    14. More on event history models
    Practical VI

  • Wednesday (Sep 10)
    • 15. & 16. Counting process formulation
    Practical VII

  • Monday (Sep 15)
    • 17. & 18. Special topics (late entry, truncation, cross-section sampling etc.)
    Practical VIII

  • Tuesday (Sep 16)
    • 19. & 20. Bayesian analysis of survival models
    Practical IX