statsmodels.duration.survfunc.SurvfuncRight¶
- class statsmodels.duration.survfunc.SurvfuncRight(time, status, entry=None, title=None, freq_weights=None, exog=None, bw_factor=1.0)[source]¶
Estimation and inference for a survival function.
The survival function S(t) = P(T > t) is the probability that an event time T is greater than t.
This class currently only supports right censoring.
- Parameters
- timearray_like
An array of times (censoring times or event times)
- statusarray_like
Status at the event time, status==1 is the ‘event’ (e.g. death, failure), meaning that the event occurs at the given value in time; status==0 indicates that censoring has occurred, meaning that the event occurs after the given value in time.
- entryarray_like,
optional
An
array
of
entry
times
for
handling
left truncation (the subject is not in the risk set on or before the entry time)
- title
str
Optional title used for plots and summary output.
- freq_weightsarray_like
Optional frequency weights
- exogarray_like
Optional, if present used to account for violation of independent censoring.
- bw_factor
float
Band-width multiplier for kernel-based estimation. Only used if exog is provided.
Notes
If exog is None, the standard Kaplan-Meier estimator is used. If exog is not None, a local estimate of the marginal survival function around each point is constructed, and these are then averaged. This procedure gives an estimate of the marginal survival function that accounts for dependent censoring as long as the censoring becomes independent when conditioning on the covariates in exog. See Zeng et al. (2004) for details.
References
D. Zeng (2004). Estimating marginal survival function by adjusting for dependent censoring using many covariates. Annals of Statistics 32:4. https://arxiv.org/pdf/math/0409180.pdf
- Attributes
- surv_probarray_like
The estimated value of the survivor function at each time point in surv_times.
- surv_prob_searray_like
The standard errors for the values in surv_prob. Not available if exog is provided.
- surv_timesarray_like
The points where the survival function changes.
- n_riskarray_like
The number of subjects at risk just before each time value in surv_times. Not available if exog is provided.
- n_eventsarray_like
The number of events (e.g. deaths) that occur at each point in surv_times. Not available if exog is provided.
Methods
plot
([ax])Plot the survival function.
quantile
(p)Estimated quantile of a survival distribution.
quantile_ci
(p[, alpha, method])Returns a confidence interval for a survival quantile.
simultaneous_cb
([alpha, method, transform])Returns a simultaneous confidence band for the survival function.
summary
()Return a summary of the estimated survival function.