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File: Survival analysis - Pros and cons

Survival Analysis - Pros and Cons


  • Kaplan-Meier is simple, but overly simple and doesn't work well for estimation b/c it is non-parametric and you can't easily estimate numbers that in-between times.
  • Weibull is an exponential model which has a hazard that can increase proportionally as time (t) progresses, which is not always realistic
  • Proportional Hazards is most accurate b/c the Hazard can fluctuate as Time goes on, but it's also the most complicated and you can't estimate the survival function.


Kaplan Meier

  • Pros
    • Simple
    • You can estimate the survival
  • Cons
    • No functional form - no simple mathematical function that describes it
    • Can not estimate the hazard ratio
    • Can only include a few categorical x's


  • Pros
    • Can estimate S(t) and HR
  • Cons
    • Not always realistic
      • Weibull (parametric) allows HAZ to increase/decrease proportionally with time, but this isn't realistic all the time either
      • Assumes a constant hazard, which is bad. E.g.
        • as humans our risk of dying increases as we get older
        • as babies we have a low risk, then higher risk as teens (risky behavior), then lower again at 30-40, then higher again as we go >60-70

Cox Proportional Hazard

  • Me