Statistics for Duration Data

2018/2019

Content, progress and pedagogy of the module

Learning objectives

Knowledge

  • understand the special features of duration data (e.g. censoring, non-normality)
  • derive the likelihood function for right-censored data
  • know basic characterisations of duration data distributions such as the survival and hazard function 
  • be able to derive basic non-parametric estimates such as the Kaplan-Meier and Nelson-Aalen estimates
  • know parametric models for duration data
  • understand the assumptions underlying the Cox partial likelihood
  • derive the Cox partial likelihood 
  • know methods of model assessment for parametric models and the Cox proportional hazards

Skills

  • be able to identify relevant type of censoring for a specific set of duration data 
  • be able to estimate and interpret survival functions or cumulative hazard functions for a specific set of duration data
  • be able to fit duration data using parametric or semi-parametric regression models
  • be able to assess the validity of a model for a specific set of duration data

Competences

  • be able to identify an appropriate duration data methodology for investigating a specified hypothesis of interest
  • be able to interpret and critically assess results of the analysis carried out using the chosen methodology
  • be able to convey the results of the analysis to a non-statistician

Type of instruction

Lectures with exercises.

Extent and expected workload

This is a 5 ECTS course module and the work load is expected to be 150 hours for the student.

Exam

Exams

Name of examVarighedsanalyse/Statistics for Duration Data
Type of exam
Active participation/continuous evaluation
ECTS5
AssessmentPassed/Not Passed
Type of gradingInternal examination
Criteria of assessmentAs stated in the Joint Programme Regulations.
http:/​/​www.engineering.aau.dk/​uddannelse/​Studieadministration/​
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Facts about the module

Danish titleVarighedsanalyse
Module codeF-MAT-K1-4
Module typeCourse
Duration1 semester
SemesterAutumn
ECTS5
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module
Used in

Organisation

Study BoardStudy Board of Mathematics, Physics and Nanotechnology
DepartmentDepartment of Mathematical Sciences
FacultyFaculty of Engineering and Science

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