Skip to content
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 5 additions & 5 deletions chapters/parametric-survival-models.qmd
Original file line number Diff line number Diff line change
Expand Up @@ -355,14 +355,14 @@ Exponential regression models the hazard rate using a log link function:
$$
\ba
\haz(t \mid \vx) &\eqdef \expf{\eta(\vx)} && \text{(exponential regression hazard specification)} \\
\haz_0(t) &\eqdef \haz(t \mid \v0) && \text{(baseline hazard rate definition at $\vx = \v0$)} \\
&= \expf{\eta(\v0)} && \text{(substituting $\vx = \v0$ into hazard function)} \\
\haz_0(t) &\eqdef \haz(t \mid \vzero) && \text{(baseline hazard rate definition at $\vx = \vzero$)} \\
&= \expf{\eta(\vzero)} && \text{(substituting $\vx = \vzero$ into hazard function)} \\
&= \expf{\beta_0 + (\beta_1 \cdot 0 + \dots + \beta_p \cdot 0)} && \text{(evaluating linear predictor at zero vector)} \\
&= \expf{\beta_0} && \text{(simplifying exponent)}
\ea
$$

When there are no additional predictors ($\vx = \v0$), the baseline hazard is constant: $\lambda = \expf{\beta_0}$.
When there are no additional predictors ($\vx = \vzero$), the baseline hazard is constant: $\lambda = \expf{\beta_0}$.
This model uses a log link as in a generalized linear model for Poisson or rate outcomes.
Because the hazard rate does not depend on time $t$, the hazard ratio comparing two covariate vectors $\vx$ and $\vxs$ is constant over time:

Expand Down Expand Up @@ -401,7 +401,7 @@ $$
\surv(t \mid \vx) \eqdef \surv_0\left( t \cdot \hazfactor(\vx) \right)
$$

where $\hazfactor(\vx) \eqdef \expf{\eta(\vx)}$, $\eta(\vx) \eqdef \beta_1 x_1 + \dots + \beta_p x_p$, and $\surv_0(t) \eqdef \P(T \ge t \mid \vx = \v0)$ is the baseline survival function.
where $\hazfactor(\vx) \eqdef \expf{\eta(\vx)}$, $\eta(\vx) \eqdef \beta_1 x_1 + \dots + \beta_p x_p$, and $\surv_0(t) \eqdef \P(T \ge t \mid \vx = \vzero)$ is the baseline survival function.

We derive the expected survival time under the AFT model using change-of-variables integration:

Expand All @@ -411,7 +411,7 @@ $$
&= \int_{0}^{\infty} \surv_0\left( t \cdot \hazfactor(\vx) \right) dt && \text{(substituting AFT survival function)} \\
&= \int_{0}^{\infty} \surv_0(u) \cdot \frac{du}{\hazfactor(\vx)} && \text{(substituting $u = t \cdot \hazfactor(\vx) \implies dt = \frac{du}{\hazfactor(\vx)}$)} \\
&= \hazfactor(\vx)^{-1} \cdot \int_{0}^{\infty} \surv_0(u) du && \text{(factoring constant $\hazfactor(\vx)^{-1}$ out of integral)} \\
&= \hazfactor(\vx)^{-1} \cdot \E{T \mid \vx = \v0} && \text{(substituting baseline expectation formula)}
&= \hazfactor(\vx)^{-1} \cdot \E{T \mid \vx = \vzero} && \text{(substituting baseline expectation formula)}
\ea
$$

Expand Down
Loading