Survival Analysis Notes

Unm another one is the weibull distribution f y y

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Unformatted text preview: mply θ (does not depend on y ). UNM Another one is the Weibull distribution. f (y |λ, φ) = λφy λ−1 exp(−φy λ ); y , λ, φ > 0 More flexible than exponential. In particular, its hazard function is h(y |λ, φ) = λφy λ−1 which is an ”accelerated failure time model”. It can be shown that for this distribution log (−log (S (y |λ, φ))) = log (φ) + λlog (y ) A plot of log (y ) values vs. empirical values of log (−log (S (y |λ, φ))) may suggest if the Weibull dist. is adequate. UNM Non-parametric estimation Empirical survivor function (without censoring). number of subjects with time ≥ y ˜ S (y ) = tota...
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