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Outliers in Survival Analysis

Author

Listed:
  • Durdu Karasoy
  • Nuray Tuncer

Abstract

Survival analysis is a collection of statistical methods for analyzing data where the outcome variable is the time until the occurrence of an event of interest. Outliers in survival anaysis calculated differently from classical regression analysis. Outlier detection methods in survival analysis are commonly carried out based on residuals and residual analysis. In survival analysis, there are different types of residuals that are Cox-Snell, Martingale, Schoenfeld, Deviance, Log-odds and Normal deviance residuals. There are methods which are DFBETA, LMAX and Likelihood Displacement values for detecting influential observations. The residuals are analyzed during the study which is applied on a stomach cancer data set and the outliers are detected. After omitting these outliers, model is set up again and results were found better.

Suggested Citation

  • Durdu Karasoy & Nuray Tuncer, 2015. "Outliers in Survival Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 139-152, December.
    • Handle: RePEc:anm:alpnmr:v:3:y:2015:i:2:p:139-152
    DOI: http://dx.doi.org/10.17093/aj.2015.3.2.5000149382
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    References listed on IDEAS

    as
    1. Alessandra Nardi & Michael Schemper, 1999. "New Residuals for Cox Regression and Their Application to Outlier Screening," Biometrics, The International Biometric Society, vol. 55(2), pages 523-529, June.
    2. Maria Stepanova & Lyn Thomas, 2002. "Survival Analysis Methods for Personal Loan Data," Operations Research, INFORMS, vol. 50(2), pages 277-289, April.
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    Cited by:

    1. Durdu Karasoy & Sena Keskin Kaplan, 2017. "Tied Survival Times In Survival Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 5(1), pages 85-102, June.

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    More about this item

    Keywords

    Influential Observations; Outliers; Residuals; Survival Analysis; Survival Models;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

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