STAT 4008 Survival Modeling
Wednesday 2:30 p.m. – 5:15 p.m.
Lady Shaw Building LT6
1. Teachers’ or TA’s contact details
Instructor
Name:
Office Location:
Telephone:
Email:
CHAN Ping Shing Ben
Rm. 109 Lady Shaw Building
3943-7920
benchan@cuhk.edu.hk
Teaching Assistant
Name:
Office Location:
Telephone:
Email:
LEUNG Sze Him Isaac
Rm. 141 Lady Shaw Building
3943-9306
1009633883@link.cuhk.edu.hk
2. Description
The objective of this course is to give a basic introduction to the analysis of survival data. Topics
include basic concepts of lifetime distribution, different types of censoring, parametric models,
nonparametric methods and proportional hazards model. Applications in actuarial and medical
sciences will also be discussed.
3. Reference Books
Kalbfleisch, J.D. and R.L. Prentice, The Statistical Analysis of Failure Time Data 2nd Edition,
Wiley: New York, 2002.
Klein, J.P. and M.L. Moeschberger, Survival Analysis: Techniques for Censored and Truncated
Data, Springer: New York, 1997.
Lawless, J. F., Statistical Models and Methods for Lifetime Data 3rd Edition, Wiley: New York,
2003.
All of them are available electronically in the University Library
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4. Course Content
Topic
Contents/ concepts
Basic Concepts
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Likelihood Construction
Non-parametric Estimation
Semi-parametric Modeling
Parametric Modeling
Distribution for lifetime variables
Survival function and Hazard function
Relationship among density function and distribution function
Likelihood for the observed failures
Likelihood for the censored observations
Likelihood for the truncated observations
Kaplan-Meier Estimation
Aalen-Nelson Estimation
Hypothesis Testing based on these two estimations
Proportional hazard model
Cox regression model
Interpretations of parameters
Likelihood construction
Maximum likelihood estimation
Confidence Intervals
Hypothesis Testing
5. Learning outcomes
The students are expected to apply statistical methods to lifetime data and draw inference. They are further
expected to identify steps in the modeling process, understand the underlying assumptions implicit in each
family of models, and recognize which assumptions are applicable.
Specifically, the students are expected to be able to perform the tasks listed below:
a.
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Construction of Empirical Models
Estimate failure time using
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Kaplan-Meier estimator, including approximations for large data sets
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Nelson-Aalen estimator
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Estimate the variance of estimators and confidence intervals for failure time distributions.
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Estimate failure time and loss distributions with the Cox proportional hazards model and other
basic models with covariates.
B. Construction and Selection of Parametric Models
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Estimate the parameters of failure time distributions using maximum likelihood method
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Estimate the parameters of failure time distributions with censored and/or truncated data using
maximum likelihood.
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Estimate the variance of estimators and the confidence intervals for the parameters and functions
of parameters of failure time distributions
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6. Assessment Scheme
Type
Description
Weight
Assignments
Assignments will be given after each session
10%
Mid-term Examination
4 assignments
2:30 p.m. - 4:30 p.m. March 4, 2020
30%
Lab. Skill Test
2:30 p.m. -4:30 p.m. April 17, 2019
30%
STA and RMS Lab
Final Examination
To be arranged by University
35%
7. Course schedule
Week
Topic
Requirements
1-2
Introductory Notes and Concepts
Lecture Note Set 1
3-5
Likelihood Construction and
Estimation
Lecture Note Set 2
6
Lab Session 1
7
Hypothesis Testing
8
Mid-Term Test
9-11
Semi-parametric Modeling
11
Lab Session 2
12
Parametric Modeling
13
Lab Skill Test
Lecture Note Set 3
Lecture Note Set 4
Lecture Note Set 5
8. Feedback for evaluation
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Early Feedback Collection System is used to capture your feedback
Term end course evaluation will be conducted by the department.
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9. A facility for posting course announcements
1.
2.
The lecture notes can be downloaded from Blackboard System
All announcements will be made thru the Blackboard System
Academic honesty and plagiarism
The Chinese University of Hong Kong places very high importance on honesty in academic work
submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related
offence will lead to disciplinary action including termination of studies at the University. Relevant
information can be allocated via: http://www.cuhk.edu.hk/policy/academichonesty/
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