Methods for Survival and Duration Analysis#

statsmodels.duration implements several standard methods for working with censored data. These methods are most commonly used when the data consist of durations between an origin time point and the time at which some event of interest occurred. A typical example is a medical study in which the origin is the time at which a subject is diagnosed with some condition, and the event of interest is death (or disease progression, recovery, etc.).

Currently only right-censoring is handled. Right censoring occurs when we know that an event occurred after a given time t, but we do not know the exact event time.

Survival function estimation and inference#

The statsmodels.api.SurvfuncRight class can be used to estimate a survival function using data that may be right censored. SurvfuncRight implements several inference procedures including confidence intervals for survival distribution quantiles, pointwise and simultaneous confidence bands for the survival function, and plotting procedures. The duration.survdiff function provides testing procedures for comparing survival distributions.

Here we create a SurvfuncRight object using data from the flchain study, which is available through the R datasets repository. We fit the survival distribution only for the female subjects.

In [1]: import statsmodels.api as sm

In [2]: data = sm.datasets.get_rdataset("flchain", "survival", cache=True).data
---------------------------------------------------------------------------
ConnectionRefusedError                    Traceback (most recent call last)
File /usr/lib/python3.14/urllib/request.py:1333, in AbstractHTTPHandler.do_open(self, http_class, req, **http_conn_args)
   1332 try:
-> 1333     h.request(req.get_method(), req.selector, req.data, headers,
   1334               encode_chunked=req.has_header('Transfer-encoding'))
   1335 except OSError as err: # timeout error

File /usr/lib/python3.14/http/client.py:1386, in HTTPConnection.request(self, method, url, body, headers, encode_chunked)
   1385 """Send a complete request to the server."""
-> 1386 self._send_request(method, url, body, headers, encode_chunked)

File /usr/lib/python3.14/http/client.py:1432, in HTTPConnection._send_request(self, method, url, body, headers, encode_chunked)
   1431     body = _encode(body, 'body')
-> 1432 self.endheaders(body, encode_chunked=encode_chunked)

File /usr/lib/python3.14/http/client.py:1381, in HTTPConnection.endheaders(self, message_body, encode_chunked)
   1380     raise CannotSendHeader()
-> 1381 self._send_output(message_body, encode_chunked=encode_chunked)

File /usr/lib/python3.14/http/client.py:1141, in HTTPConnection._send_output(self, message_body, encode_chunked)
   1140 del self._buffer[:]
-> 1141 self.send(msg)
   1143 if message_body is not None:
   1144 
   1145     # create a consistent interface to message_body

File /usr/lib/python3.14/http/client.py:1085, in HTTPConnection.send(self, data)
   1084 if self.auto_open:
-> 1085     self.connect()
   1086 else:

File /usr/lib/python3.14/http/client.py:1520, in HTTPSConnection.connect(self)
   1518 "Connect to a host on a given (SSL) port."
-> 1520 super().connect()
   1522 if self._tunnel_host:

File /usr/lib/python3.14/http/client.py:1051, in HTTPConnection.connect(self)
   1050 sys.audit("http.client.connect", self, self.host, self.port)
-> 1051 self.sock = self._create_connection(
   1052     (self.host,self.port), self.timeout, self.source_address)
   1053 # Might fail in OSs that don't implement TCP_NODELAY

File /usr/lib/python3.14/socket.py:874, in create_connection(address, timeout, source_address, all_errors)
    873 if not all_errors:
--> 874     raise exceptions[0]
    875 raise ExceptionGroup("create_connection failed", exceptions)

File /usr/lib/python3.14/socket.py:859, in create_connection(address, timeout, source_address, all_errors)
    858     sock.bind(source_address)
--> 859 sock.connect(sa)
    860 # Break explicitly a reference cycle

ConnectionRefusedError: [Errno 111] Connection refused

During handling of the above exception, another exception occurred:

URLError                                  Traceback (most recent call last)
Cell In[2], line 1
----> 1 data = sm.datasets.get_rdataset("flchain", "survival", cache=True).data

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:308, in get_rdataset(dataname, package, cache)
    305 docs_base_url = ("https://raw.githubusercontent.com/vincentarelbundock/Rdatasets/"
    306                  "master/doc/"+package+"/rst/")
    307 cache = _get_cache(cache)
--> 308 data, from_cache = _get_data(data_base_url, dataname, cache)
    309 data = read_csv(data, index_col=0)
    310 data = _maybe_reset_index(data)

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:237, in _get_data(base_url, dataname, cache, extension)
    235 url = base_url + (dataname + ".%s") % extension
    236 try:
--> 237     data, from_cache = _urlopen_cached(url, cache)
    238 except HTTPError as err:
    239     if "404" in str(err):

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:228, in _urlopen_cached(url, cache)
    226 # not using the cache or did not find it in cache
    227 if not from_cache:
--> 228     data = urlopen(url, timeout=3).read()
    229     if cache is not None:  # then put it in the cache
    230         _cache_it(data, cache_path)

File /usr/lib/python3.14/urllib/request.py:187, in urlopen(url, data, timeout, context)
    185 else:
    186     opener = _opener
--> 187 return opener.open(url, data, timeout)

File /usr/lib/python3.14/urllib/request.py:487, in OpenerDirector.open(self, fullurl, data, timeout)
    484     req = meth(req)
    486 sys.audit('urllib.Request', req.full_url, req.data, req.headers, req.get_method())
--> 487 response = self._open(req, data)
    489 # post-process response
    490 meth_name = protocol+"_response"

File /usr/lib/python3.14/urllib/request.py:504, in OpenerDirector._open(self, req, data)
    501     return result
    503 protocol = req.type
--> 504 result = self._call_chain(self.handle_open, protocol, protocol +
    505                           '_open', req)
    506 if result:
    507     return result

File /usr/lib/python3.14/urllib/request.py:464, in OpenerDirector._call_chain(self, chain, kind, meth_name, *args)
    462 for handler in handlers:
    463     func = getattr(handler, meth_name)
--> 464     result = func(*args)
    465     if result is not None:
    466         return result

File /usr/lib/python3.14/urllib/request.py:1381, in HTTPSHandler.https_open(self, req)
   1380 def https_open(self, req):
-> 1381     return self.do_open(http.client.HTTPSConnection, req,
   1382                         context=self._context)

File /usr/lib/python3.14/urllib/request.py:1336, in AbstractHTTPHandler.do_open(self, http_class, req, **http_conn_args)
   1333         h.request(req.get_method(), req.selector, req.data, headers,
   1334                   encode_chunked=req.has_header('Transfer-encoding'))
   1335     except OSError as err: # timeout error
-> 1336         raise URLError(err)
   1337     r = h.getresponse()
   1338 except:

URLError: <urlopen error [Errno 111] Connection refused>

In [3]: df = data.loc[data.sex == "F", :]
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[3], line 1
----> 1 df = data.loc[data.sex == "F", :]

AttributeError: 'Dataset' object has no attribute 'loc'

In [4]: sf = sm.SurvfuncRight(df["futime"], df["death"])
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
File /usr/lib/python3/dist-packages/pandas/core/indexes/base.py:3812, in Index.get_loc(self, key)
   3811 try:
-> 3812     return self._engine.get_loc(casted_key)
   3813 except KeyError as err:

File pandas/_libs/index.pyx:167, in pandas._libs.index.IndexEngine.get_loc()

File pandas/_libs/index.pyx:196, in pandas._libs.index.IndexEngine.get_loc()

File pandas/_libs/hashtable_class_helper.pxi:7088, in pandas._libs.hashtable.PyObjectHashTable.get_item()

File pandas/_libs/hashtable_class_helper.pxi:7096, in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 'futime'

The above exception was the direct cause of the following exception:

KeyError                                  Traceback (most recent call last)
Cell In[4], line 1
----> 1 sf = sm.SurvfuncRight(df["futime"], df["death"])

File /usr/lib/python3/dist-packages/pandas/core/frame.py:4113, in DataFrame.__getitem__(self, key)
   4111 if self.columns.nlevels > 1:
   4112     return self._getitem_multilevel(key)
-> 4113 indexer = self.columns.get_loc(key)
   4114 if is_integer(indexer):
   4115     indexer = [indexer]

File /usr/lib/python3/dist-packages/pandas/core/indexes/base.py:3819, in Index.get_loc(self, key)
   3814     if isinstance(casted_key, slice) or (
   3815         isinstance(casted_key, abc.Iterable)
   3816         and any(isinstance(x, slice) for x in casted_key)
   3817     ):
   3818         raise InvalidIndexError(key)
-> 3819     raise KeyError(key) from err
   3820 except TypeError:
   3821     # If we have a listlike key, _check_indexing_error will raise
   3822     #  InvalidIndexError. Otherwise we fall through and re-raise
   3823     #  the TypeError.
   3824     self._check_indexing_error(key)

KeyError: 'futime'

The main features of the fitted survival distribution can be seen by calling the summary method:

In [5]: sf.summary().head()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[5], line 1
----> 1 sf.summary().head()

NameError: name 'sf' is not defined

We can obtain point estimates and confidence intervals for quantiles of the survival distribution. Since only around 30% of the subjects died during this study, we can only estimate quantiles below the 0.3 probability point:

In [6]: sf.quantile(0.25)
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[6], line 1
----> 1 sf.quantile(0.25)

NameError: name 'sf' is not defined

In [7]: sf.quantile_ci(0.25)
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[7], line 1
----> 1 sf.quantile_ci(0.25)

NameError: name 'sf' is not defined

To plot a single survival function, call the plot method:

In [8]: sf.plot()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[8], line 1
----> 1 sf.plot()

NameError: name 'sf' is not defined
_images/duration_survival_plot1.png

Since this is a large dataset with a lot of censoring, we may wish to not plot the censoring symbols:

In [9]: fig = sf.plot()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[9], line 1
----> 1 fig = sf.plot()

NameError: name 'sf' is not defined

In [10]: ax = fig.get_axes()[0]
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[10], line 1
----> 1 ax = fig.get_axes()[0]

IndexError: list index out of range

In [11]: pt = ax.get_lines()[1]
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[11], line 1
----> 1 pt = ax.get_lines()[1]

NameError: name 'ax' is not defined

In [12]: pt.set_visible(False)
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[12], line 1
----> 1 pt.set_visible(False)

NameError: name 'pt' is not defined
_images/duration_survival_nocensor_plot.png

We can also add a 95% simultaneous confidence band to the plot. Typically these bands only plotted for central part of the distribution.

In [13]: fig = sf.plot()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[13], line 1
----> 1 fig = sf.plot()

NameError: name 'sf' is not defined

In [14]: lcb, ucb = sf.simultaneous_cb()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[14], line 1
----> 1 lcb, ucb = sf.simultaneous_cb()

NameError: name 'sf' is not defined

In [15]: ax = fig.get_axes()[0]
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[15], line 1
----> 1 ax = fig.get_axes()[0]

IndexError: list index out of range

In [16]: ax.fill_between(sf.surv_times, lcb, ucb, color='lightgrey')
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[16], line 1
----> 1 ax.fill_between(sf.surv_times, lcb, ucb, color='lightgrey')

NameError: name 'ax' is not defined

In [17]: ax.set_xlim(365, 365*10)
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[17], line 1
----> 1 ax.set_xlim(365, 365*10)

NameError: name 'ax' is not defined

In [18]: ax.set_ylim(0.7, 1)
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[18], line 1
----> 1 ax.set_ylim(0.7, 1)

NameError: name 'ax' is not defined

In [19]: ax.set_ylabel("Proportion alive")
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[19], line 1
----> 1 ax.set_ylabel("Proportion alive")

NameError: name 'ax' is not defined

In [20]: ax.set_xlabel("Days since enrollment")
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[20], line 1
----> 1 ax.set_xlabel("Days since enrollment")

NameError: name 'ax' is not defined
_images/duration_survival_95ci_plot.png

Here we plot survival functions for two groups (females and males) on the same axes:

In [21]: import matplotlib.pyplot as plt

In [22]: gb = data.groupby("sex")
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[22], line 1
----> 1 gb = data.groupby("sex")

AttributeError: 'Dataset' object has no attribute 'groupby'

In [23]: ax = plt.axes()

In [24]: sexes = []

In [25]: for g in gb:
   ....:     sexes.append(g[0])
   ....:     sf = sm.SurvfuncRight(g[1]["futime"], g[1]["death"])
   ....:     sf.plot(ax)
   ....: 
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[25], line 1
----> 1 for g in gb:
      2     sexes.append(g[0])
      3     sf = sm.SurvfuncRight(g[1]["futime"], g[1]["death"])

NameError: name 'gb' is not defined

In [26]: li = ax.get_lines()

In [27]: li[1].set_visible(False)
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[27], line 1
----> 1 li[1].set_visible(False)

IndexError: list index out of range

In [28]: li[3].set_visible(False)
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[28], line 1
----> 1 li[3].set_visible(False)

IndexError: list index out of range

In [29]: plt.figlegend((li[0], li[2]), sexes, loc="center right")
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[29], line 1
----> 1 plt.figlegend((li[0], li[2]), sexes, loc="center right")

IndexError: list index out of range

In [30]: plt.ylim(0.6, 1)
Out[30]: (0.6, 1.0)

In [31]: ax.set_ylabel("Proportion alive")
Out[31]: Text(0, 0.5, 'Proportion alive')

In [32]: ax.set_xlabel("Days since enrollment")
Out[32]: Text(0.5, 0, 'Days since enrollment')
_images/duration_survival_bysex_plot.png

We can formally compare two survival distributions with survdiff, which implements several standard nonparametric procedures. The default procedure is the logrank test:

In [33]: stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex)
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[33], line 1
----> 1 stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex)

AttributeError: 'Dataset' object has no attribute 'futime'

Here are some of the other testing procedures implemented by survdiff:

 # Fleming-Harrington with p=1, i.e. weight by pooled survival time
In [34]: stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='fh', fh_p=1)
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[34], line 1
----> 1 stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='fh', fh_p=1)

AttributeError: 'Dataset' object has no attribute 'futime'

 # Gehan-Breslow, weight by number at risk
In [35]: stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='gb')
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[35], line 1
----> 1 stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='gb')

AttributeError: 'Dataset' object has no attribute 'futime'

 # Tarone-Ware, weight by the square root of the number at risk
In [36]: stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='tw')
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[36], line 1
----> 1 stat, pv = sm.duration.survdiff(data.futime, data.death, data.sex, weight_type='tw')

AttributeError: 'Dataset' object has no attribute 'futime'

Regression methods#

Proportional hazard regression models (“Cox models”) are a regression technique for censored data. They allow variation in the time to an event to be explained in terms of covariates, similar to what is done in a linear or generalized linear regression model. These models express the covariate effects in terms of “hazard ratios”, meaning the the hazard (instantaneous event rate) is multiplied by a given factor depending on the value of the covariates.

In [37]: import statsmodels.api as sm

In [38]: import statsmodels.formula.api as smf

In [39]: data = sm.datasets.get_rdataset("flchain", "survival", cache=True).data
---------------------------------------------------------------------------
ConnectionRefusedError                    Traceback (most recent call last)
File /usr/lib/python3.14/urllib/request.py:1333, in AbstractHTTPHandler.do_open(self, http_class, req, **http_conn_args)
   1332 try:
-> 1333     h.request(req.get_method(), req.selector, req.data, headers,
   1334               encode_chunked=req.has_header('Transfer-encoding'))
   1335 except OSError as err: # timeout error

File /usr/lib/python3.14/http/client.py:1386, in HTTPConnection.request(self, method, url, body, headers, encode_chunked)
   1385 """Send a complete request to the server."""
-> 1386 self._send_request(method, url, body, headers, encode_chunked)

File /usr/lib/python3.14/http/client.py:1432, in HTTPConnection._send_request(self, method, url, body, headers, encode_chunked)
   1431     body = _encode(body, 'body')
-> 1432 self.endheaders(body, encode_chunked=encode_chunked)

File /usr/lib/python3.14/http/client.py:1381, in HTTPConnection.endheaders(self, message_body, encode_chunked)
   1380     raise CannotSendHeader()
-> 1381 self._send_output(message_body, encode_chunked=encode_chunked)

File /usr/lib/python3.14/http/client.py:1141, in HTTPConnection._send_output(self, message_body, encode_chunked)
   1140 del self._buffer[:]
-> 1141 self.send(msg)
   1143 if message_body is not None:
   1144 
   1145     # create a consistent interface to message_body

File /usr/lib/python3.14/http/client.py:1085, in HTTPConnection.send(self, data)
   1084 if self.auto_open:
-> 1085     self.connect()
   1086 else:

File /usr/lib/python3.14/http/client.py:1520, in HTTPSConnection.connect(self)
   1518 "Connect to a host on a given (SSL) port."
-> 1520 super().connect()
   1522 if self._tunnel_host:

File /usr/lib/python3.14/http/client.py:1051, in HTTPConnection.connect(self)
   1050 sys.audit("http.client.connect", self, self.host, self.port)
-> 1051 self.sock = self._create_connection(
   1052     (self.host,self.port), self.timeout, self.source_address)
   1053 # Might fail in OSs that don't implement TCP_NODELAY

File /usr/lib/python3.14/socket.py:874, in create_connection(address, timeout, source_address, all_errors)
    873 if not all_errors:
--> 874     raise exceptions[0]
    875 raise ExceptionGroup("create_connection failed", exceptions)

File /usr/lib/python3.14/socket.py:859, in create_connection(address, timeout, source_address, all_errors)
    858     sock.bind(source_address)
--> 859 sock.connect(sa)
    860 # Break explicitly a reference cycle

ConnectionRefusedError: [Errno 111] Connection refused

During handling of the above exception, another exception occurred:

URLError                                  Traceback (most recent call last)
Cell In[39], line 1
----> 1 data = sm.datasets.get_rdataset("flchain", "survival", cache=True).data

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:308, in get_rdataset(dataname, package, cache)
    305 docs_base_url = ("https://raw.githubusercontent.com/vincentarelbundock/Rdatasets/"
    306                  "master/doc/"+package+"/rst/")
    307 cache = _get_cache(cache)
--> 308 data, from_cache = _get_data(data_base_url, dataname, cache)
    309 data = read_csv(data, index_col=0)
    310 data = _maybe_reset_index(data)

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:237, in _get_data(base_url, dataname, cache, extension)
    235 url = base_url + (dataname + ".%s") % extension
    236 try:
--> 237     data, from_cache = _urlopen_cached(url, cache)
    238 except HTTPError as err:
    239     if "404" in str(err):

File /usr/lib/python3/dist-packages/statsmodels/datasets/utils.py:228, in _urlopen_cached(url, cache)
    226 # not using the cache or did not find it in cache
    227 if not from_cache:
--> 228     data = urlopen(url, timeout=3).read()
    229     if cache is not None:  # then put it in the cache
    230         _cache_it(data, cache_path)

File /usr/lib/python3.14/urllib/request.py:187, in urlopen(url, data, timeout, context)
    185 else:
    186     opener = _opener
--> 187 return opener.open(url, data, timeout)

File /usr/lib/python3.14/urllib/request.py:487, in OpenerDirector.open(self, fullurl, data, timeout)
    484     req = meth(req)
    486 sys.audit('urllib.Request', req.full_url, req.data, req.headers, req.get_method())
--> 487 response = self._open(req, data)
    489 # post-process response
    490 meth_name = protocol+"_response"

File /usr/lib/python3.14/urllib/request.py:504, in OpenerDirector._open(self, req, data)
    501     return result
    503 protocol = req.type
--> 504 result = self._call_chain(self.handle_open, protocol, protocol +
    505                           '_open', req)
    506 if result:
    507     return result

File /usr/lib/python3.14/urllib/request.py:464, in OpenerDirector._call_chain(self, chain, kind, meth_name, *args)
    462 for handler in handlers:
    463     func = getattr(handler, meth_name)
--> 464     result = func(*args)
    465     if result is not None:
    466         return result

File /usr/lib/python3.14/urllib/request.py:1381, in HTTPSHandler.https_open(self, req)
   1380 def https_open(self, req):
-> 1381     return self.do_open(http.client.HTTPSConnection, req,
   1382                         context=self._context)

File /usr/lib/python3.14/urllib/request.py:1336, in AbstractHTTPHandler.do_open(self, http_class, req, **http_conn_args)
   1333         h.request(req.get_method(), req.selector, req.data, headers,
   1334                   encode_chunked=req.has_header('Transfer-encoding'))
   1335     except OSError as err: # timeout error
-> 1336         raise URLError(err)
   1337     r = h.getresponse()
   1338 except:

URLError: <urlopen error [Errno 111] Connection refused>

In [40]: del data["chapter"]
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
Cell In[40], line 1
----> 1 del data["chapter"]

KeyError: 'chapter'

In [41]: data = data.dropna()
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[41], line 1
----> 1 data = data.dropna()

AttributeError: 'Dataset' object has no attribute 'dropna'

In [42]: data["lam"] = data["lambda"]
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
Cell In[42], line 1
----> 1 data["lam"] = data["lambda"]

KeyError: 'lambda'

In [43]: data["female"] = (data["sex"] == "F").astype(int)
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
Cell In[43], line 1
----> 1 data["female"] = (data["sex"] == "F").astype(int)

KeyError: 'sex'

In [44]: data["year"] = data["sample.yr"] - min(data["sample.yr"])
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
Cell In[44], line 1
----> 1 data["year"] = data["sample.yr"] - min(data["sample.yr"])

KeyError: 'sample.yr'

In [45]: status = data["death"].values
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
Cell In[45], line 1
----> 1 status = data["death"].values

KeyError: 'death'

In [46]: mod = smf.phreg("futime ~ 0 + age + female + creatinine + np.sqrt(kappa) + np.sqrt(lam) + year + mgus", data, status=status, ties="efron")
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[46], line 1
----> 1 mod = smf.phreg("futime ~ 0 + age + female + creatinine + np.sqrt(kappa) + np.sqrt(lam) + year + mgus", data, status=status, ties="efron")

NameError: name 'status' is not defined

In [47]: rslt = mod.fit()
---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
Cell In[47], line 1
----> 1 rslt = mod.fit()

NameError: name 'mod' is not defined

In [48]: print(rslt.summary())
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[48], line 1
----> 1 print(rslt.summary())

AttributeError: '_Bunch' object has no attribute 'summary'

See Examples for more detailed examples.

There are some notebook examples on the Wiki: Wiki notebooks for PHReg and Survival Analysis

References#

References for Cox proportional hazards regression model:

T Therneau (1996). Extending the Cox model. Technical report.
http://www.mayo.edu/research/documents/biostat-58pdf/DOC-10027288

G Rodriguez (2005). Non-parametric estimation in survival models.
http://data.princeton.edu/pop509/NonParametricSurvival.pdf

B Gillespie (2006). Checking the assumptions in the Cox proportional
hazards model.
http://www.mwsug.org/proceedings/2006/stats/MWSUG-2006-SD08.pdf

Module Reference#

The class for working with survival distributions is:

SurvfuncRight(time, status[, entry, title, ...])

Estimation and inference for a survival function

CumIncidenceRight(time, status[, title, ...])

Estimation and inference for a cumulative incidence function

survdiff formally compares two or more survival distributions:

survdiff(time, status, group[, weight_type, ...])

Test for the equality of two survival distributions

The proportional hazards regression model class is:

PHReg(endog, exog[, status, entry, strata, ...])

Cox Proportional Hazards Regression Model

The proportional hazards regression result class is:

PHRegResults(model, params, cov_params[, ...])

Class to contain results of fitting a Cox proportional hazards survival model

The primary helper class is:

rv_discrete_float(xk, pk)

A class representing a collection of discrete distributions