Course details
Survival and Longitudinal Data Analysis
MATH 80621A
The main characteristic of survival analysis and longitudinal studies is that subjects are followed over time, thereby allowing to study the evolution of some phenomenon of interest. This course will focus on the fundamental concepts for analyzing survival and correlated data and present statistical methods that account for the temporal dynamics, correlation and partial information they present. Throughout the course, methods will be illustrated using concrete examples drawn from several areas of management. Practical considerations will be emphasized so that the student can carry out a thorough analysis of survival and correlated data by the end of the course.
Themes covered
1. Non-parametric survival analysis
2. Parametric models for survival analysis
3. Cox proportional hazards model and extensions
4. Recurrent events and correlated survival times
5. Linear models for longitudinal data: covariance structure and random effects
6. Generalized linear models for longitudinal data: covariance structure and random effects
7. Missing data
Course code
MATH 80621A
Subject
Mathématiques
Program
PhD
Location
Côte-des-Neiges
Instruction mode
On-site learning
Credits
3