Survival Models
In Chapter 13, Time-to-Event Variables, we introduced the topics of survival analysis, censoring, and time-to-event (TTE) variables. In this chapter, we will provide an in-depth overview and walkthrough of the implementation of these techniques with respect to three primary model frameworks:
- Kaplan-Meier model
- Exponential model
- Cox Proportional Hazards model
We will discuss how each approach provides probabilistic insight into the survival and hazard risk of study subjects using univariate Kaplan-Meier and exponential approaches as well as the multivariate Cox Proportional Hazards regression model. We’ll walk through examples using real data and discuss the results so that the reader understands how to assess performance and translate test output into useful information. Finally, we will show how to use the trained models to provide forecast probabilities for unseen data.
