Accelerated failure time model
Definition
Let be an event time with values in and let be a vector of covariates. An accelerated failure time model is the following statistical model. The conditional survival function of given is where is a parameter and is a baseline survival function.
Remarks
Equivalently, , where has survival function , so that . Parametric versions fix the law of , for example normal (log-normal model), logistic (log-logistic model) or extreme value (Weibull model). If has hazard function , then .
Example: if is exponential with rate , then , so given is exponential with rate . Its median is the baseline median times , as the model requires.
Non-example: the family , with a shape that varies with , is not an accelerated failure time model. If two members with shapes were related by a change of time scale, then for all and some . This is impossible, since is not constant in .
Reading path
To understand this page from the ground up, read these 4 pages in order. The foundations come first.
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- no evidence level
- Hazard function concept
- Statistical model concept
- Survival function concept
- Accelerated failure time model definition
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About this page
| Tag | 5JQRYAKHSB |
|---|---|
| URI | m2://5JQRYAKHSB |
| Kind | definition |
| Writing | W0 stub |
| MSC | 62N01, 62N05, 62N02 |
| Defines | Accelerated failure time model |
| Uses | Survival function, Hazard function, Statistical model |
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