Survival analysis with lifelines¶
In the previous section, we introduced the use of survival analysis, the need, and the mathematical objects on which it relies. In this article, we will work with real data and the lifelines library to estimate these mathematical objects.
Estimating the survival function using Kaplan-Meier¶
For this example, we will be investigating the lifetimes of political leaders around the world. A political leader, in this case, is defined by a single individual’s time in office who controls the ruling regime. This political leader could be an elected president, unelected dictator, monarch, etc. The birth event is the start of the individual’s tenure, and the death event is the retirement of the individual. Censoring can occur if they are a) still in offices at the time of dataset compilation (2008), or b) die while in power (this includes assassinations).
For example, the Bush regime began in 2000 and officially ended in 2008 upon his retirement, thus this regime’s lifespan was eight years, and there was a “death” event observed. On the other hand, the JFK regime lasted 2 years, from 1961 and 1963, and the regime’s official death event was not observed – JFK died before his official retirement.
(This is an example that has gladly redefined the birth and death events, and in fact completely flips the idea upside down by using deaths as the censoring event. This is also an example where the current time is not the only cause of censoring; there are the alternative events (e.g., death in office) that can be the cause of censoring.
To estimate the survival function, we first will use the Kaplan-Meier Estimate, defined:
where \(d_i\) are the number of death events at time \(t\) and \(n_i\) is the number of subjects at risk of death just prior to time \(t\).
Let’s bring in our dataset.
from lifelines.datasets import load_dd data = load_dd() data.head()
|Afghanistan||700||700||Southern Asia||Asia||Mohammad Zahir Shah||Mohammad Zahir Shah.Afghanistan.1946.1952.Monarchy||Non-democracy||Monarchy||1946||7||1|
|Afghanistan||700||700||Southern Asia||Asia||Sardar Mohammad Daoud||Sardar Mohammad Daoud.Afghanistan.1953.1962.Civilian Dict||Non-democracy||Civilian Dict||1953||10||1|
|Afghanistan||700||700||Southern Asia||Asia||Mohammad Zahir Shah||Mohammad Zahir Shah.Afghanistan.1963.1972.Monarchy||Non-democracy||Monarchy||1963||10||1|
|Afghanistan||700||700||Southern Asia||Asia||Sardar Mohammad Daoud||Sardar Mohammad Daoud.Afghanistan.1973.1977.Civilian Dict||Non-democracy||Civilian Dict||1973||5||0|
|Afghanistan||700||700||Southern Asia||Asia||Nur Mohammad Taraki||Nur Mohammad Taraki.Afghanistan.1978.1978.Civilian Dict||Non-democracy||Civilian Dict||1978||1||0|
lifelines library, we’ll need the
KaplanMeierFitter for this exercise:
from lifelines import KaplanMeierFitter kmf = KaplanMeierFitter()
Other ways to estimate the survival function in lifelines are discussed below.
For this estimation, we need the duration each leader was/has been in office, and whether or not they were observed to have left office (leaders who died in office or were in office in 2008, the latest date this data was record at, do not have observed death events)
We next use the
fit to fit the model to
the data. (This is similar to, and inspired by,
Below we fit our data with the
T = data["duration"] E = data["observed"] kmf.fit(T, event_observed=E)
<lifelines.KaplanMeierFitter: fitted with 1808 observations, 340 censored>
After calling the
fit method, the
KaplanMeierFitter has a property
survival_function_ (again, we follow the styling of
scikit-learn, and append an underscore to all properties that were computational estimated).
The property is a Pandas DataFrame, so we can call
plot on it:
kmf.survival_function_.plot() plt.title('Survival function of political regimes');
How do we interpret this? The y-axis represents the probability a leader is still
around after \(t\) years, where \(t\) years is on the x-axis. We
see that very few leaders make it past 20 years in office. Of course,
like all good stats, we need to report how uncertain we are about these
point estimates, i.e., we need confidence intervals. They are computed in
the call to
fit, and located under the
property. (The method uses exponential Greenwood confidence interval. The mathematics are found in these notes.)
Alternatively, we can call
plot on the
to plot both the KM estimate and its confidence intervals:
The median time in office, which defines the point in time where on average 1/2 of the population has expired, is a property:
kmf.median_ # 4.0
Interesting that it is only four years. That means, around the world, elected leaders have a 50% chance of cessation in four years or less!
Let’s segment on democratic regimes vs non-democratic regimes. Calling
plot on either the estimate itself or the fitter object will return
axis object, that can be used for plotting further estimates:
ax = plt.subplot(111) dem = (data["democracy"] == "Democracy") kmf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes") kmf.plot(ax=ax) kmf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes") kmf.plot(ax=ax) plt.ylim(0, 1); plt.title("Lifespans of different global regimes");
We might be interested in estimating the probabilities in between some
points. We can do that with the
timeline argument. We specify the
times we are interested in and are returned a DataFrame with the
probabilities of survival at those points:
ax = plt.subplot(111) t = np.linspace(0, 50, 51) kmf.fit(T[dem], event_observed=E[dem], timeline=t, label="Democratic Regimes") ax = kmf.plot(ax=ax) print("Median survival time of democratic:", kmf.median_) kmf.fit(T[~dem], event_observed=E[~dem], timeline=t, label="Non-democratic Regimes") ax = kmf.plot(ax=ax) print("Median survival time of non-democratic:", kmf.median_) plt.ylim(0, 1) plt.title("Lifespans of different global regimes");
Median survival time of democratic: Democratic Regimes 3 dtype: float64 Median survival time of non-democratic: Non-democratic Regimes 6 dtype: float64
It is incredible how much longer these non-democratic regimes exist for. A democratic regime does have a natural bias towards death though: both via elections and natural limits (the US imposes a strict eight-year limit). The median of a non-democratic is only about twice as large as a democratic regime, but the difference is apparent in the tails: if you’re a non-democratic leader, and you’ve made it past the 10 year mark, you probably have a long life ahead. Meanwhile, a democratic leader rarely makes it past ten years, and then have a very short lifetime past that.
Here the difference between survival functions is very obvious, and
performing a statistical test seems pedantic. If the curves are more
similar, or we possess less data, we may be interested in performing a
statistical test. In this case, lifelines contains routines in
lifelines.statistics to compare two survival curves. Below we
demonstrate this routine. The function
logrank_test is a common
statistical test in survival analysis that compares two event series’
generators. If the value returned exceeds some pre-specified value, then
we rule that the series have different generators.
from lifelines.statistics import logrank_test results = logrank_test(T[dem], T[~dem], E[dem], E[~dem], alpha=.99) results.print_summary()
<lifelines.StatisticalResult> t_0 = -1 null_distribution = chi squared degrees_of_freedom = 1 alpha = 0.99 --- test_statistic p -log2(p) 260.47 <0.005 192.23
Lets compare the different types of regimes present in the dataset:
regime_types = data['regime'].unique() for i, regime_type in enumerate(regime_types): ax = plt.subplot(2, 3, i + 1) ix = data['regime'] == regime_type kmf.fit(T[ix], E[ix], label=regime_type) kmf.plot(ax=ax, legend=False) plt.title(regime_type) plt.xlim(0, 50) if i==0: plt.ylabel('Frac. in power after $n$ years') plt.tight_layout()
There are alternative (and sometimes better) tests of survival curves, and we explain more here: Statistically compare two populations
Getting data into the right format¶
lifelines data format is consistent across all estimator class and
functions: an array of individual durations, and the individuals
event observation (if any). These are often denoted
respectively. For example:
T = [0,3,3,2,1,2] E = [1,1,0,0,1,1] kmf.fit(T, event_observed=E)
The raw data is not always available in this format – lifelines
includes some helper functions to transform data formats to lifelines
format. These are located in the
lifelines.utils sublibrary. For
example, the function
datetimes_to_durations accepts an array or
Pandas object of start times/dates, and an array or Pandas objects of
end times/dates (or
None if not observed):
from lifelines.utils import datetimes_to_durations start_date = ['2013-10-10 0:00:00', '2013-10-09', '2013-10-10'] end_date = ['2013-10-13', '2013-10-10', None] T, E = datetimes_to_durations(start_date, end_date, fill_date='2013-10-15') print('T (durations): ', T) print('E (event_observed): ', E)
T (durations): [ 3. 1. 5.] E (event_observed): [ True True False]
datetimes_to_durations is very flexible, and has many
keywords to tinker with.
Estimating hazard rates using Nelson-Aalen¶
The survival curve is a great way to summarize and visualize the survival dataset, however it is not the only way. If we are curious about the hazard function \(h(t)\) of a population, we unfortunately cannot transform the Kaplan Meier estimate – statistics doesn’t work quite that well. Fortunately, there is a proper non-parametric estimator of the cumulative hazard function:
The estimator for this quantity is called the Nelson Aalen estimator:
where \(d_i\) is the number of deaths at time \(t_i\) and \(n_i\) is the number of susceptible individuals.
In lifelines, this estimator is available as the
NelsonAalenFitter. Let’s use the regime dataset from above:
T = data["duration"] E = data["observed"] from lifelines import NelsonAalenFitter naf = NelsonAalenFitter() naf.fit(T,event_observed=E)
After fitting, the class exposes the property
NA-estimate 0 0.000000 1 0.325912 2 0.507356 3 0.671251 4 0.869867 [5 rows x 1 columns]
The cumulative hazard has less immediate understanding than the survival curve, but the hazard curve is the basis of more advanced techniques in survival analysis. Recall that we are estimating cumulative hazard curve, \(H(t)\). (Why? The sum of estimates is much more stable than the point-wise estimates.) Thus we know the rate of change of this curve is an estimate of the hazard function.
Looking at figure above, it looks like the hazard starts off high and gets smaller (as seen by the decreasing rate of change). Let’s break the regimes down between democratic and non-democratic, during the first 20 years:
We are using the
loc argument in the call to
plot here: it accepts a
slice and plots only points within that slice.
naf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes") ax = naf.plot(loc=slice(0, 20)) naf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes") naf.plot(ax=ax, loc=slice(0, 20)) plt.title("Cumulative hazard function of different global regimes");
Looking at the rates of change, I would say that both political philosophies have a constant hazard, albeit democratic regimes have a much higher constant hazard. So why did the combination of both regimes have a decreasing hazard? This is the effect of frailty.
Smoothing the hazard curve¶
Interpretation of the cumulative hazard function can be difficult – it is not how we usually interpret functions. (On the other hand, most survival analysis is done using the cumulative hazard function, so understanding it is recommended).
Alternatively, we can derive the more-interpretable hazard curve, but
there is a catch. The derivation involves a kernel smoother (to smooth
out the differences of the cumulative hazard curve) , and this requires
us to specify a bandwidth parameter that controls the amount of
smoothing. This functionality is in the
hazard_confidence_intervals_ methods. (Why methods? They require
an argument representing the bandwidth).
There is also a
plot_hazard function (that also requires a
bandwidth keyword) that will plot the estimate plus the confidence
intervals, similar to the traditional
bandwidth = 3. naf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes") ax = naf.plot_hazard(bandwidth=bandwidth) naf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes") naf.plot_hazard(ax=ax, bandwidth=bandwidth) plt.title("Hazard function of different global regimes | bandwidth=%.1f" % bandwidth); plt.ylim(0, 0.4) plt.xlim(0, 25);
It is more clear here which group has the higher hazard, and like hypothesized above, both hazard rates are close to being constant.
There is no obvious way to choose a bandwidth, and different bandwidths produce different inferences, so it’s best to be very careful here. (My advice: stick with the cumulative hazard function.)
bandwidth = 8.0 naf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes") ax = naf.plot_hazard(bandwidth=bandwidth) naf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes") naf.plot_hazard(ax=ax, bandwidth=bandwidth) plt.title("Hazard function of different global regimes | bandwidth=%.1f" % bandwidth);
Estimating cumulative hazards using parametric models¶
Fitting to a Weibull model¶
Another very popular model for survival data is the Weibull model. In contrast the the Nelson-Aalen estimator, this model is a parametric model, meaning it has a functional form with parameters that we are fitting the data to. (The Nelson-Aalen estimator has no parameters to fit to). Mathematically, the survival function looks like:
A priori, we do not know what \(\lambda\) and \(\rho\) are, but we use the data on hand to estimate these parameters. We model and estimate the cumulative hazard rate instead of the survival function (this is different than the Kaplan-Meier estimator):
In lifelines, estimation is available using the
WeibullFitter class. The
plot method will plot the cumulative hazard.
from lifelines import WeibullFitter from lifelines.datasets import load_waltons data = load_waltons() T = data['T'] E = data['E'] wf = WeibullFitter() wf.fit(T, E) wf.print_summary() wf.plot()
<lifelines.WeibullFitter: fitted with 163 observations, 7 censored> number of subjects = 163 number of events = 156 log-likelihood = -672.062 hypothesis = lambda != 1, rho != 1 --- coef se(coef) lower 0.95 upper 0.95 p -log2(p) lambda_ 0.02 0.00 0.02 0.02 <0.005 inf rho_ 3.45 0.24 2.97 3.93 <0.005 76.83
Other parametric models: Exponential, Log-Logistic & Log-Normal¶
Similarly, there are other parametric models in lifelines. Generally, which parametric model to choose is determined by either knowledge of the distribution of durations, or some sort of model goodness-of-fit. Below are the built-in parametric models, and the Nelson-Aalen nonparametric model, of the same data.
from lifelines import WeibullFitter from lifelines import ExponentialFitter from lifelines import LogNormalFitter from lifelines import LogLogisticFitter from lifelines import NelsonAalenFitter from lifelines import PiecewiseExponentialFitter from lifelines.datasets import load_waltons data = load_waltons() fig, axes = plt.subplots(2, 3, figsize=(9, 5)) T = data['T'] E = data['E'] wbf = WeibullFitter().fit(T, E, label='WeibullFitter') exf = ExponentialFitter().fit(T, E, label='ExponentalFitter') lnf = LogNormalFitter().fit(T, E, label='LogNormalFitter') naf = NelsonAalenFitter().fit(T, E, label='NelsonAalenFitter') llf = LogLogisticFitter().fit(T, E, label='LogLogisticFitter') pwf = PiecewiseExponentialFitter([40, 60]).fit(T, E, label='PiecewiseExponentialFitter') wbf.plot_cumulative_hazard(ax=axes) exf.plot_cumulative_hazard(ax=axes) lnf.plot_cumulative_hazard(ax=axes) naf.plot_cumulative_hazard(ax=axes) llf.plot_cumulative_hazard(ax=axes) pwf.plot_cumulative_hazard(ax=axes)
lifelines can also be used to define your own parametic model. There is a tutorial on this available, see Piecewise Exponential Models and Creating Custom Models.
Parametric models can also be used to create and plot the survival function, too. Below we compare the parametic models versus the non-parametric Kaplan-Meier estimate:
from lifelines import KaplanMeierFitter fig, axes = plt.subplots(2, 3, figsize=(9, 5)) T = data['T'] E = data['E'] kmf = KaplanMeierFitter().fit(T, E, label='KaplanMeierFitter') wbf = WeibullFitter().fit(T, E, label='WeibullFitter') exf = ExponentialFitter().fit(T, E, label='ExponentalFitter') lnf = LogNormalFitter().fit(T, E, label='LogNormalFitter') llf = LogLogisticFitter().fit(T, E, label='LogLogisticFitter') pwf = PiecewiseExponentialFitter([40, 60]).fit(T, E, label='PiecewiseExponentialFitter') wbf.plot_survival_function(ax=axes) exf.plot_survival_function(ax=axes) lnf.plot_survival_function(ax=axes) kmf.plot_survival_function(ax=axes) llf.plot_survival_function(ax=axes) pwf.plot_survival_function(ax=axes)
Other types of censoring¶
Left censored data¶
We’ve mainly been focusing on right-censoring, which describes cases where we do not observe the death event. This situation is the most common one. Alternatively, there are situations where we do not observe the birth event occurring. Consider the case where a doctor sees a delayed onset of symptoms of an underlying disease. The doctor is unsure when the disease was contracted (birth), but knows it was before the discovery.
Another situation where we have left-censored data is when measurements have only an upper bound, that is, the measurements instruments could only detect the measurement was less than some upper bound.
lifelines has support for left-censored datasets in the
KaplanMeierFitter class, by adding the keyword
False) to the call to
from lifelines.datasets import load_lcd lcd_dataset = load_lcd() ix = lcd_dataset['group'] == 'alluvial_fan' T = lcd_dataset[ix]['T'] E = lcd_dataset[ix]['E'] #boolean array, True if observed. kmf = KaplanMeierFitter() kmf.fit(T, E, left_censoring=True)
Instead of producing a survival function, left-censored data is more interested in the cumulative density function
of time to birth. This is available as the
cumulative_density_ property after fitting the data.
print(kmf.cumulative_density_) kmf.plot() #will plot the CDF
Left truncated data¶
Not to be confused with left-censoring, which is also supported in
Another form of bias that is introduced into a dataset is called left-truncation. Left-truncation can occur in many situations. One situation is when individuals may have the opportunity to die before entering into the study. For example, if you are measuring time to death of prisoners in prison, the prisoners will enter the study at different ages. Some theoretical indiviuals who would have entered into your study (i.e. went to prison) have already died.
Another situation with left-truncation occurs when subjects are exposed before entry into study. For example, a study of time to all-cause mortality of AIDS patients that recruited indivduals previously diagnosed with AIDS, possibly years before.
All univatiate fitters, like
KaplanMeierFitter and any parametric models, have an optional argument for
entry, which is an array of equal size to the duration array. It describes the time between “birth” (or “exposure”) to entering the study.
Nothing changes in the duration array: it still measures time from “birth” to time exited study (either by death or censoring). That is, durations refers to the absolute death time rather than a duration relative to the study entry.
Other types of censoring, like interval-censoring, are not implemented in lifelines yet.