Models for Survival and Duration Analysis
Examples
import statsmodels.api as sm import statsmodels.formula.api as smf data = sm.datasets.get_rdataset("flchain", "survival").data del data["chapter"] data = data.dropna() data["lam"] = data["lambda"] data["female"] = (data["sex"] == "F").astype(int) data["year"] = data["sample.yr"] - min(data["sample.yr"]) status = data["death"].values mod = smf.phreg("futime ~ 0 + age + female + creatinine + " "np.sqrt(kappa) + np.sqrt(lam) + year + mgus", data, status=status, ties="efron") rslt = mod.fit() print(rslt.summary())
Detailed examples can be found here:
There are some notebook examples on the Wiki: Wiki notebooks for PHReg and Survival Analysis
References
References for Cox proportional hazards regression model:
T Therneau (1996). Extending the Cox model. Technical report. http://www.mayo.edu/research/documents/biostat-58pdf/DOC-10027288 G Rodriguez (2005). Non-parametric estimation in survival models. http://data.princeton.edu/pop509/NonParametricSurvival.pdf B Gillespie (2006). Checking the assumptions in the Cox proportional hazards model. http://www.mwsug.org/proceedings/2006/stats/MWSUG-2006-SD08.pdf
Module Reference
The model class is:
PHReg (endog, exog[, status, entry, strata, ...]) | Fit the Cox proportional hazards regression model for right censored data. |
The result class is:
PHRegResults (model, params, cov_params[, ...]) | Class to contain results of fitting a Cox proportional hazards survival model. |
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