Cox Regression Model - Upload

ISC 42: Fundamentals of Predictive Analytics
Cox Regression for Survival Data
Cox Regression
[2]
What if you want to know for how long the customers will remain
with your telecommunications company?
What if you want to know when your customers will cancel their
credit card?
What if you want to know when students are likely to leave the
University?
What if you want to know when students are likely to be employed?
Use Cox Regression!
Cox Regression
[2]
Use Cox Regression to identify the chances of survival and failure
Survival Rate:
Chances that the subject will stay at time t
Hazard Rate:
Risk of failure
Time-dependent
Probability of the event happening at time t given that the
individual is at risk at time t
Cox Regression
[2]
How can you use Cox Regression?
Step 1: Decide on what you want to know. Decide on the event to

time you want to
analyze.
Ex: How long does it take you to find a job? What's the chance that
you will find a job?
How long until a company adopts a new technology?
How long until a student drops out from the University?
Step 2: Track subjects and wait for a the event to happen
Step 3: Compute for Survival Rate, Cumulative Survival Rate,
Hazard Rate, Cumulative
Hazard Rate
Survival Rate: How long the subject stays in the sample.
Hazard Rate: Risk of failure. Chance of an event happening.
4
Censored Data
These are samples that cannot be tracked anymore.
Ex. We do not know if they found a job.
We do not know if they survived their battle against cancer.
Why?
They did not reply to the survey anymore.
They could no longer be contacted.
Do you still use this data?
Yes it is still data while they are still in the study.
Survival Analysis
[2]
Examines the length of time to

a critical event
Data may have censored
data. Some entries are not
yet conclusive.c
Ex. Customers who have not
left yet as of writing, do not
have a definite future
survival
What is Survival Analysis? (continued)
[2]
Censored data are

those subjects that are
no longer tracked
n.d.(2010). Predictive Modeling with IBM SPSS Modeler Student Guide. IBM Corporation Inc.
Censored Data
Cancer
Death
Censored
Explanation
1 Subject has not died yet (Censored)
0 Subject has died
1 Subject has not died yet (Censored)
0 Subject has died
Event:
Death from Cancer
Censored:Subjects who survived until the end of the study but we do not kn
what
happened after the studyc
Subjects who dropped out from the study while the study was on
going
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56
Data of Cancer Patients

Total Patients: 26
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56
At time 59, how many have died (e

1
At time 115, how many have died (

2
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56
At time 59, how many are at risk?

26

25,because 1 patient has alread
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56

26
How many event?
1
Hazard Rate?
1/26 = ?
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56

25
How many event?
2
Hazard Rate?
2/25 = ?
Time
Censored if 0
Age
Time
Censored if 0
Age
59
72
744
50
115
74
769
59
156
66
770
57
268
74
803
39
329
43
855
43
353
63
1040
38
365
64
1106
44
377
58
1129
53
421
53
1206
44
431
50
1227
59
448
56
464
56
475
59
477
64
563
55
638
56

25
How many event?
2
Survival Rate?
(25-2)/25 = ?
Notations:
Hazard Function:
tj time
nj number at risk
dj number of events
Cumulative Hazard Function:
Sj number of censored
j hazard function
(tj ) cumulative hazard function
S(tj ) Survival function
Kaplan-Meier Survival Function:
Hazard Rate of the Cancer Patients

Compute for the hazard rate.
Recall:
nj number at risk
dj number of events
Number at risk at a given time j

Number of events at a given time j
Kaplan Meier Survival Rate of the Cancer Patients

Compute for the survival rate.
Recall:
Parametric Survival Function

Look at the shape of the hazard function
Parametric Model
Hazard Function
Survival Function
Exponential
Weibull
Gompertz
Log-logistic
Exponential model assumes that the probability of the event

happening does not change over time.
[2]
Uses predictors to predict the likelihood of the event of interest

occurring at time t.
Based on survival analysis ( time of terminal illness until death)
Can be used to predict churn (time the customer will leave the
company)
19

What can you say about this graph?
After 60 months, 50% of the customers left

20
[2]
What is Survival Analysis?
[2]
Examines the length of time to a critical event
n.d.(2010). Predictive Modeling with IBM SPSS Modeler Student Guide. IBM Corporation Inc.
21
Cox Regression or the Cox Proportional Hazard Model

[2]
Is a survival model that represents hazard as a function of time and

predictor fields that can be continuous
Where:
= hazard function
t = time
= covariates
x = predictors
22
Cox Regression or the Cox Proportional Hazard Model

[2]
Interpreting Coefficients
If Coefficient is positive,
Lower duration, higher hazard rates (more likely to
happen)
As an independent variable increases, time-toevent decreases (the sooner the event will happen)
If Coefficient is negative,
Higher duration, lower hazard rate (less likely to
happen)
As an independent variable increases, time-toevent increases
23
QUESTIONS?
THANK YOU & GOD BLESS!
24

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ISC 42: Fundamentals of Predictive Analytics

Cox Regression for Survival Data

Use Cox Regression!

Use Cox Regression to identify the chances of survival and failure

How can you use Cox Regression?

Step 1: Decide on what you want to know. Decide on the event to

Examines the length of time to

What is Survival Analysis? (continued)

Censored data are

1 Subject has not died yet (Censored)

0 Subject has died

1 Subject has not died yet (Censored)

0 Subject has died

Death from Cancer

Data of Cancer Patients

At time 59, how many have died (e

At time 115, how many have died (

At time 59, how many are at risk?

At time 115, how many are at risk?

At time 59, how many are at risk?

At time 115, how many are at risk?

At time 115, how many are at risk?

Cumulative Hazard Function:

Kaplan-Meier Survival Function:

Hazard Rate of the Cancer Patients

Number at risk at a given time j

Kaplan Meier Survival Rate of the Cancer Patients

Parametric Survival Function

Exponential model assumes that the probability of the event

Cox Regression for Survival Data

Uses predictors to predict the likelihood of the event of interest

Cox Regression for Survival Data

After 60 months, 50% of the customers left

What is Survival Analysis?

Examines the length of time to a critical event

Cox Regression or the Cox Proportional Hazard Model

Is a survival model that represents hazard as a function of time and

Cox Regression or the Cox Proportional Hazard Model

THANK YOU & GOD BLESS!

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