Math 2.0

Statistics Definition

Accelerated failure time model

Builds on Survival functionHazard functionStatistical model

Definition

Let TT be an event time with values in (0,∞)(0, \infty) and let x∈ℝpx \in \R^p be a vector of covariates. An accelerated failure time model is the following statistical model. The conditional survival function of TT given xx is S(t∣x)=S0 ⁣(t e−βTx),t≥0,S(t \mid x) = S_0\!\left(t \, e^{-\beta^T x}\right), \qquad t \ge 0, where β∈ℝp\beta \in \R^p is a parameter and S0S_0 is a baseline survival function.

Remarks

Equivalently, T=eβTxT0T = e^{\beta^T x} T_0, where T0T_0 has survival function S0S_0, so that log⁡T=βTx+log⁡T0\log T = \beta^T x + \log T_0. Parametric versions fix the law of log⁡T0\log T_0, for example normal (log-normal model), logistic (log-logistic model) or extreme value (Weibull model). If S0S_0 has hazard function h0h_0, then h(t∣x)=e−βTxh0(te−βTx)h(t \mid x) = e^{-\beta^T x} h_0(t e^{-\beta^T x}).

Example: if T0T_0 is exponential with rate 11, then S(t∣x)=exp⁡(−te−βTx)S(t \mid x) = \exp(-t e^{-\beta^T x}), so TT given xx is exponential with rate e−βTxe^{-\beta^T x}. Its median eβTxlog⁡2e^{\beta^T x} \log 2 is the baseline median times eβTxe^{\beta^T x}, as the model requires.

Non-example: the family S(t∣x)=exp⁡(−tk(x))S(t \mid x) = \exp(-t^{k(x)}), with a shape k(x)>0k(x) > 0 that varies with xx, is not an accelerated failure time model. If two members with shapes k1≠k2k_1 \ne k_2 were related by a change of time scale, then exp⁡(−tk2)=exp⁡(−(ct)k1)\exp(-t^{k_2}) = \exp(-(ct)^{k_1}) for all t>0t > 0 and some c>0c > 0. This is impossible, since tk2/tk1t^{k_2} / t^{k_1} is not constant in tt.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Hazard function concept
  2. Statistical model concept
  3. Survival function concept
  4. Accelerated failure time model definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Accelerated_failure_time_model
About this page
Tag5JQRYAKHSB
URIm2://5JQRYAKHSB
Kinddefinition
WritingW0 stub
MSC62N01, 62N05, 62N02
DefinesAccelerated failure time model
UsesSurvival function, Hazard function, Statistical model

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.