intro

  • KM and log rank test can only use 1 predictor
  • Cox is a type of regression, can take multiple predictors
  • Cox proportional hazard model (aka Cox regression)

model assumes proportional hazards

hazard

  • hazard = risk of death (or outcome of interest) at a given moment in time

  • e.g. chemotherapy clinical trial
  • hazard not going to be same as time goes on
  • hazard function/ rate = how hazard changes over time
  • e.g. if logarithmic, then 2% die on first day, 1% die on second day etc… and plateaus out

proportional

  • e.g. young vs elderly, 2 groups with different hazard functions
    • hazard functions
  • how to summarize the relation between 2 hazard functions
  • i.e. how much more likely are elderly more likely to die vs young?
  • hazards are proportional here, can summarize relation with 1 number
  • for every time point, you can multiply hazard of young by (e.g. 2), and get hazard for the elderly
  • hazard ratio

  • proportional hazards assumption must be met (will show how to test assumption later)

hazard function and risk set

  • hazard function h(t) = probability of event happening at time t, given it has not happened
  • e.g. h(t) = probability of dying at time t, having survived up to time t
  • no easy way to compute h(t) by hand…
  • details see http://data.princeton.edu/wws509/notes/c7s1.html

risk set

  • number of subjects at risk changes over time
  • risk set at time t = set of patients at time t at risk of experiencing event
  • survival analysis methods different by how they define the risk set (e.g. handle censored subjects)

hazard

  • KM plot and log-rank test give you p-value, no effect size
  • hazard ratio = effect size, how likely one group will die vs another

EOF