It was Casey Stengel who offered the sage advice, “If you come to a fork in the road, take it.”
When you need to fit a regression model to survival data, you have to take a fork in the road. One road asks you to make a distributional assumption about your data and the other does not. (more…)
by Steve Simon, PhD
There are two features of survival models.
First is the process of measuring the time in a sample of people, animals, or machines until a specific event occurs. In fact, many people use the term “time to event analysis” or “event history analysis” instead of “survival analysis” to emphasize the broad range of areas where you can apply these techniques.
Second is the recognition that not everyone/everything in your sample will experience the event. Those not experiencing the event, either because the study ended before they had the event or because they were lost to follow-up, are classified as censored observations.
After all, with the typical Type I error rate of 5% used in most tests, we are allowing ourselves to “get lucky” 1 in 20 times for each test. When you figure out the probability of Type I error across all the tests, that probability skyrockets.
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Statistics is, to a large extent, a science of comparison. You are trying to test whether one group is bigger, faster, or smarter than another.Transformations don’t always help, but when they do, they can improve your linear regression model in several ways simultaneously.
They can help you better meet the linear regression assumptions of normality and homoscedascity (i.e., equal variances). They also can help avoid some of the artifacts caused by boundary limits in your dependent variable — and sometimes even remove a difficult-to-interpret interaction.