Introduction to Survival Analysis

Institution: see Organisers & Supporters

Programme of study: International Research Workshop

Lecturer: Andrea Schäfer (SOCIUM/Universität Bremen)

Date: see Workshop Programme

Max. number of participants: 20

Credit Points: 5 CP for participating in the whole IRWS

Language of instruction: English

Contents: The goal of this course is to introduce you to the topic of survival (or time to event) analysis and describes selected methods used for modelling and evaluating survival data. General statistical concepts and methods discussed in this course include survival and hazard functions, Kaplan-Meier estimator and graph and Cox proportional hazards model. Accordingly, we will explore the different types of censoring and truncation and, discover the properties of the survival and hazard function. You will learn the derivation and use of Kaplan-Meier (KM) non-parametric estimates and learn how to plot the KM and test for differences between groups. Further, we explore the motivation, strength and limits of Cox’s semi-parametric proportional hazard model and know how to fit the model. For our computer sessions we will be using a sample of the SOEP (Socio-economic Panel) data set. The course requires participants to use Stata to analyse survival analysis data.

In this course, you will learn about:

  • The goal, problem and strengths of survival analysis
  • Differences of survival analysis methods
  • Censoring and truncation (concepts and types)
  • The distribution of failure times (functions, rates and ratio, data layout, descriptive statistics)
  • Basics of non-parametric analysis (estimating Kaplan Meier estimator and comparing curves, graphing)
  • Basics of semi-parametric analysis (model definition and features, understanding and estimating Cox’s PH model)

Required: intermediate statistical knowledge, basic Stata skills

Recommended literature and pre-readings:

Allison, P. A. (2014): Event History and Survival Analysis. Quantitative Applications in the Social Sciences. Sage

Cleves, M.; W. Gould, R. G. Gutierrez, and Y. V. Marchenko (2010): An Introduction to Survival Analysis Using Stata, (3nd ed), Stata Press.

DTC Desktop Companion to the German Socio-Economic Panel (SOEP). This documentation is intended to give novice users a “jump start” in understanding the SOEP, its structure, depth, and research potential: http://companion.soep.de/Contents%20of%20SOEPcore/index.html

Goebel, J.; M. M. Grabka, S. Liebig, M. Kroh, D. Richter, C. Schröder and J. Schupp (2018): The German Socio-Economic Panel Study (SOEP) In: Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics.

Kleinbaum, D. G. and M. Klein (2005): Survival analysis: a self-learning text (2nd ed), Springer.

You have to register for the International Research Workshop to participate in this course.