# Survival analysis with lifelines¶

In the previous section,
we introduced how survival analysis is used, needed, and the
mathematical objects that it relies on. 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 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. Censorship can occur if they are a) still in offices at the time of dataset complilation (2008), or b) die while in office (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 8 years and the
“death” event was 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 infact completely flips the idea upside down by using deaths as the censorship event. This is also an example where the current time is not the only cause of censorship – there are alternative events (eg: death in office) that can censor.)

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.

```
import pandas as pd
from lifelines.datasets import load_dd
data = load_dd()
```

```
data.sample(6)
#the boolean columns `observed` refers to whether the death (leaving office)
#was observed or not.
```

ctryname | cowcode2 | politycode | un_region_name | un_continent_name | ehead | leaderspellreg | democracy | regime | start_year | duration | observed | |
---|---|---|---|---|---|---|---|---|---|---|---|---|

164 | Bolivia | 145 | 145.0 | South America | Americas | Rene Barrientos Ortuno | Rene Barrientos Ortuno.Bolivia.1966.1968.Milit... | Non-democracy | Military Dict | 1966 | 3 | 0 |

740 | India | 750 | 750.0 | Southern Asia | Asia | Chandra Shekhar | Chandra Shekhar.India.1990.1990.Parliamentary Dem | Democracy | Parliamentary Dem | 1990 | 1 | 1 |

220 | Bulgaria | 355 | 355.0 | Eastern Europe | Europe | Todor Zhivkov | Todor Zhivkov.Bulgaria.1954.1988.Civilian Dict | Non-democracy | Civilian Dict | 1954 | 35 | 1 |

772 | Ireland | 205 | 205.0 | Northern Europe | Europe | Charles Haughey | Charles Haughey.Ireland.1979.1980.Mixed Dem | Democracy | Mixed Dem | 1979 | 2 | 1 |

1718 | United States of America | 2 | 2.0 | Northern America | Americas | Gerald Ford | Gerald Ford.United States of America.1974.1976... | Democracy | Presidential Dem | 1974 | 3 | 1 |

712 | Iceland | 395 | 395.0 | Northern Europe | Europe | Stefan Stefansson | Stefan Stefansson.Iceland.1947.1948.Mixed Dem | Democracy | Mixed Dem | 1947 | 2 | 1 |

6 rows × 12 columns

From the `lifelines`

library, we’ll need the
`KaplanMeierFitter`

for this exercise:

```
from lifelines import KaplanMeierFitter
kmf = KaplanMeierFitter()
```

Note

Other ways to estimate the survival function in lifelines are `BreslowFlemingHarringtonFitter`

, `WeibullFitter`

, `ExponentialFitter`

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 `KaplanMeierFitter`

method `fit`

to fit the model to
the data. (This is similar to, and inspired by,
scikit-learn’s
fit/predict API)

```
KaplanMeierFitter.fit(durations, event_observed=None,
timeline=None, entry=None, label='KM_estimate',
alpha=None, left_censorship=False, ci_labels=None)
Parameters:
duration: an array, or pd.Series, of length n -- duration subject was observed for
timeline: return the best estimate at the values in timelines (postively increasing)
event_observed: an array, or pd.Series, of length n -- True if the the death was observed, False if the event
was lost (right-censored). Defaults all True if event_observed==None
entry: an array, or pd.Series, of length n -- relative time when a subject entered the study. This is
useful for left-truncated (not left-censored) observations. If None, all members of the population
were born at time 0.
label: a string to name the column of the estimate.
alpha: the alpha value in the confidence intervals. Overrides the initializing
alpha for this call to fit only.
left_censorship: True if durations and event_observed refer to left censorship events. Default False
ci_labels: add custom column names to the generated confidence intervals
as a length-2 list: [<lower-bound name>, <upper-bound name>]. Default: <label>_lower_<alpha>
Returns:
a modified self, with new properties like 'survival_function_'.
```

Below we fit our data with the `KaplanMeierFitter`

:

```
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
called `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 are located under the `confidence_interval_`

property. (The mathematics can be found in these notes.)

Alternatively, we can call `plot`

on the `KaplanMeierFitter`

itself
to plot both the KM estimate and its confidence intervals:

```
kmf.plot()
```

Note

Don’t like the shaded area for confidence intervals? See below for examples on how to change this.

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
#
```

Interesting that it is only 3 years. That means, around the world, when a leader is elected there is a 50% chance he or she will be gone in 3 years!

Let’s segment on democratic regimes vs non-democratic regimes. Calling
`plot`

on either the estimate itself or the fitter object will return
an `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, ci_force_lines=True)
kmf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes")
kmf.plot(ax=ax, ci_force_lines=True)
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
probabilties of survival at those points:

```
ax = 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 8 year limit). The median of a non-democractic is only about twice as large as a democratic regime, but the difference is really 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 10 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 prespecified 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()
```

```
Results
df: 1
alpha: 0.99
t 0: -1
test: logrank
null distribution: chi squared
__ p-value ___|__ test statistic __|____ test results ____|__ significant __
0.00000 | 208.306 | Reject Null | True
```

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()
```

### 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 `T`

and `E`

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]
```

The function `datetimes_to_durations`

is very flexible, and has many
keywords to tinker with.

### Fitting to a Weibull model¶

Another very popular model for survival data is the Weibull model. In contrast the the Kaplan Meier estimator, this model is a *parametric model*, meaning it has a functional form with parameters that we are fitting the data to. (The Kaplan Meier estimator has no parameters to fit too). Mathematically, the survival function looks like:

..math:: S(t) = expleft(-(lambda t)^rhoright), lambda >0, rho > 0,

Apriori, we do not know what \(\lambda\) and \(\rho\) are, but we use the data on hand to estimate these parameters. In lifelines, this is implemented in the

`WeibullFitter`

:

```
from lifelines import WeibullFitter
T = data['duration']
E = data['observed']
wf = WeibullFitter()
wf.fit(T, E)
print(wf.lambda_, wf.rho_)
wf.print_summary()
```

## Estimating hazard rates using Nelson-Aalen¶

The survival curve is a great way to summarize and visualize the
lifetime data, however it is not the only way. If we are curious about the hazard function \(\lambda(t)\) of a
population, we unfortunately cannot transform the Kaplan Meier estimate
– statistics doesn’t work quite that well. Fortunately, there is a
proper 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 `cumulative_hazard_`

as
a DataFrame:

```
print(naf.cumulative_hazard_.head())
naf.plot()
```

```
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*, \(\Lambda(t)\). (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:

Note

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*, a
topic we will discuss later.

### 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 provided in the `smoothed_hazard_`

and `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 `plot`

functionality.

```
b = 3.
naf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes")
ax = naf.plot_hazard(bandwidth=b)
naf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes")
naf.plot_hazard(ax=ax, bandwidth=b)
plt.title("Hazard function of different global regimes | bandwidth=%.1f"%b);
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 can produce different inferences, so best to be very careful here. (My advice: stick with the cumulative hazard function.)

```
b = 8.
naf.fit(T[dem], event_observed=E[dem], label="Democratic Regimes")
ax = naf.plot_hazard(bandwidth=b)
naf.fit(T[~dem], event_observed=E[~dem], label="Non-democratic Regimes")
naf.plot_hazard(ax=ax, bandwidth=b)
plt.title("Hazard function of different global regimes | bandwidth=%.1f"%b);
```

## Other types of censorship¶

### Left Censored Data¶

We’ve mainly been focusing on *right-censorship*, 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 upperbound, that is, the measurements
instruments could only detect the measurement was *less* than some upperbound.

*lifelines* has support for left-censored datasets in the `KaplanMeierFitter`

class, by adding the keyword `left_censorship=True`

(default `False`

) to the call to `fit`

.

```
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_censorship=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¶

Another form of bias that can be introduced into a dataset is called left-truncation. (Also a form of censorship).
This occurs when individuals may die even before ever entering into the study. Both `KaplanMeierFitter`

and `NelsonAalenFitter`

have an optional arugment for `entry`

, which is an array of equal size to the duration array.
It describes the offset from birth to entering the study. This is also useful when subjects enter the study at different
points in their lifetime. For example, if you are measuring time to death of prisoners in
prison, the prisoners will enter the study at different ages.

Note

Nothing changes in the duration array: it still measures time from entry of study to time left study (either by death or censorship)

Note

Other types of censorship, like interval-censorship, are not implemented in

lifelinesyet.