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MATH 659 Course Syllabus
NJIT HONOR CODE: All Students should be aware that the Department of Mathematical Sciences takes the NJIT Honor Code very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the Honor Code, students are obligated to report any such activities to the Instructor.
Math 659-101: Survival Analysis
FALL 2009
Textbook: Analysis of Failure and Survival Data, by Peter J. Smith; Pub: Chapman & Hall/CRC; ISBN: 1-58488-075.
Reference Book: Survival Analysis (2nd Edition), by John P. Klein & Melvin L. Moeschberger; Pub: Springer; ISBN: 0-387-95399-X.
Prerequisites: Math 665 or equivalent with Departmental approval.
Grading Policy: The final grade in this course will be determined as follows:
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▪ Homework: |
20% |
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▪ Midterm Exam: |
40% |
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▪ Final Exam: |
40% |
Drop Date: Please note that the University Drop Date November 2, 2009 deadline will be strictly enforced.
Homework: Homework will be assigned in class.
Attendance & Participation: Students must attend all classes. Absences from class will inhibit your ability to fully participate in class discussions and problem solving sessions and, therefore, affect your grade. Tardiness to class is very disruptive to the instructor and students and will not be tolerated.
Makeup Exam Policy: There will be No make-up EXAMS during the semester. In the event the Final Exam is not taken, under rare circumstances where the student has a legitimate reason for missing the final exam, a makeup exam will be administered by the math department. In any case the student must notify the Math Department Office and the Instructor that the exam will be missed and present written verifiable proof of the reason for missing the exam, e.g., a doctors note, police report, court notice, etc., clearly stating the date AND time of the mitigating problem.
Further Assistance: For further questions, students should contact their Instructor. All Instructors have regular office hours during the week. These office hours are listed at the link above by clicking on the Instructor’s name. Teaching Assistants are also available in the math learning center.
Cellular Phones: All cellular phones and beepers must be switched off during all class times.
MATH DEPARTMENT CLASS POLICIES LINK
All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here.
| M |
Labor Day Holiday ~ University Closed |
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| M |
Last Day to Withdraw from this course |
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| T |
Classes follow a Thursday Schedule |
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November 25, 2009 |
W |
Classes follow a Friday Schedule |
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November 26-29, 2009 |
R-Su |
Thanksgiving Recess ~ University Closed |
Course Outline:
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Week |
Chapter & Topic |
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Week
1 |
Chapter 1.1-1.5 |
Basic Quantities of Lifetime |
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Survival function, mean time to failure, hazard function, and mean residual lifetime,
and mean |
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Week
2 |
└► |
(Mon. Sept. 7) Labor Day Holiday ~ University Closed |
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Week
3 |
Chapter 2.1-2.5 |
Hazard Models |
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Common parametric models including constant, power, exponential, and other hazards. |
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Week
4 |
Chapter 4.1-4.6 |
Data Plots |
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Empirical survivor function; sample quantile function; probability plots including Weibull and normal;
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Week
5 |
Chapter 5.1-5.5 |
Censoring and Lifetables |
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Truncation; type I and II censoring; lifetable estimates. |
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Week
6 |
Chapter 6.1-6. 6 |
Kaplan-Meier Product-Limit Estimator |
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Week
7 |
Chapter 7.1-7.7 |
Parametric Survival Models under Censoring |
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Likelihoods under type I, type II, and random censoring; the exponential and Weibull models. |
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Week
8 |
└► |
MIDTERM EXAM I: Monday ~ October 19, 2009 |
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Week 9 |
Chapter 8.1-8.7 |
Parametric Regression Models |
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Proportional hazards; accelerated lifetimes; model diagnostics and model fitting; residual analysis. |
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Week
10 |
└► |
(Mon. Nov. 2) Last Day to Withdraw from this course |
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Chapter 9.1-9.5 |
Cox Proportional Hazards Regression |
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The Cox model; maximum likelihood procedures; Cox model fitting; estimating baseline survival. |
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Week
11 |
Lecture Notes |
Proportional Hazards Regression |
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Time dependent covariate. |
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Week 12 |
Lecture Notes |
Additive Hazards Regression |
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Week 13 |
Lecture Notes |
Regression Diagnostics |
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Week 14 |
Lecture Notes |
Hypothesis Testing |
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One-sample tests; tests for two or more samples. |
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Week 15 |
Lecture Notes |
Competing Risks |
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Final |
Final EXAM: Monday ~ December 14, 2009 |
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Prepared By: Prof. Wenge Guo
Last revised: August 31, 2009