Life Table Analysis
Life Table Analysis
com
Chapter 570
Life-Table Analysis
Introduction
A life table presents the proportion surviving, the cumulative hazard function, and the hazard rates of a large group
of subjects followed over time. The analysis accounts for subjects who die (fail) as well as subjects who are censored
(withdrawn). The life-table method competes with the Kaplan-Meier product-limit method as a technique for
survival analysis. The life-table method was developed first, but the Kaplan-Meier method has been shown to be
superior and with the advent of computers is now the method of choice. However, for large samples, the life-table
method is still popular in that it provides a simple summary of a large set of data.
Time Interval
Each time interval is represented by Tt ≤ T < Tt +1 or [Tt , Tt +1 ) , where t = 1,, s . The interval is from Tt up to but
not including Tt +1 . The intervals are assumed to be fixed. The intervals do not have to be of equal length, but it is
often convenient to make them so.
The midpoint of the interval, Tmt , is defined as half way through the interval.
The width of the interval is bt where bt = Tt +1 − Tt . The width of the last interval, bs , is theoretically infinite, so
items requiring this value will be left blank.
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Number Dying
The number dying, d t , is the number of individuals who die (fail) during the interval.
This formula assumes that times to loss or withdrawal are distributed uniformly across the interval.
Using these estimates, pointwise confidence intervals are given using the Kaplan-Meier product-limit formulas
given in the Kaplan-Meier chapter.
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S (Tt ) − S (Tt +1 )
f (Tmt ) =
bt
S (Tt )qt
=
bt
The variance of this estimate is itself estimated using the formula
S (Tt ) qt2 t −1 qj pj
2
V [ f (Tmt )] =
bt
∑ n pj
+
n j q j
j =1 j
V [h (Tmt )] = 1−
nt qt 2 t
Using these estimates, pointwise confidence intervals are given using the cumulative hazard confidence interval
formulas given in the Kaplan-Meier chapter.
[ ] ∑ dn
t
~
V H (Tt ) =
j
2
j =1 j
Using these estimates, pointwise confidence intervals are given using the Nelson-Aalen formulas given in the
Kaplan-Meier chapter.
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Life-Table Analysis
b j (S (T j ) − 12 S (Tt ))
MRTt = (T j − Tt ) +
S (T j ) − S (T j +1 )
Data Structure
Survival datasets require the ending survival time and an indicator of whether an observation was censored or
failed. Additionally, you may also include a frequency variable the gives the count for each row.
The table below shows a dataset from which Lee (1992) constructs a life table. The survival experience of 2418
males with angina pectoris is recorded in years. The life table will use 16 intervals of one year each. These data
are contained in the Lee91 dataset. Note that two rows are required for each data value, one for the failed
individuals and another for the censored individuals.
Lee91 dataset
Time Censor Count
0.5 1 456
1.5 1 226
2.5 1 152
3.5 1 171
4.5 1 135
5.5 1 125
6.5 1 83
7.5 1 74
8.5 1 51
9.5 1 42
10.5 1 43
11.5 1 34
12.5 1 18
13.5 1 9
14.5 1 6
15.5 1 0
0.5 0 0
1.5 0 39
2.5 0 22
3.5 0 23
4.5 0 24
5.5 0 107
6.5 0 133
7.5 0 102
8.5 0 68
9.5 0 64
10.5 0 45
11.5 0 53
12.5 0 33
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Life-Table Analysis
Procedure Options
This section describes the options available in this procedure.
Variables Tab
This panel specifies the variables used in the analysis.
Time Variables
Time Variable
This variable contains the length of time that an individual was observed. This may represent a failure time or a
censor time. Whether the subject actually died is specified by the Censor Variable. Since the values are elapsed
times, they must be positive. Zeroes and negative values are treated as missing values. If you have date values,
you much subtract them so that you have a column of elapsed times.
Time Interval Boundaries
Specify a list of times to be used as boundary points along the time scale. These become the left boundaries of the
time intervals. Care should be taken to specify a left-most boundary that is less than the smallest time value. This
number is often zero.
It is often convenient to make all intervals of the same width, but it is not necessary to do so.
Each interval is closed on the left and open on the right. That is, the interval is T(i) <= T < T(i+1).
Numbers representing the times are separated by blanks or commas. Specify sequences with a colon, putting the
increment inside parentheses. For example: 5:25(5) means 5 10 15 20 25. Avoid negative numbers.
Use ‘(10)’ alone to specify ten, equal-spaced values between zero and the maximum.
Frequency Variable
Frequency Variable
This variable gives the count, or frequency, of the time displayed on that row. This is the number of subjects
represented by each row. When omitted, each row receives a frequency of one. Frequency values should be
positive integers.
Censor Variable
Censor Variable
The values in this variable indicate whether the value of the Time Variable represents a censored time or a failure
time. These values may be text or numeric. The interpretation of these codes is specified by the Failed and
Censored options to the right of this option.
Only two values are used, the Failure code and the Censor code. The Unknown Type option specifies what is to
be done with values that do not match either the Failure code or the Censor code.
Rows with missing values (blanks) in this variable are omitted.
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Failed
This value identifies those values of the Censor Variable that indicate that the Time Variable gives a failure time.
The value may be a number or a letter.
We suggest the letter ‘F’ or the number ‘1’ when you are in doubt as to what to use.
Censored
This value identifies those values of the Censor Variable that indicate that the individual recorded on this row was
censored. That is, the actual failure time occurs sometime after the value of the Time Variable.
We suggest the letter ‘C’ or the number ‘0’ when you are in doubt as to what to use.
A censored observation is one in which the time until the event of interest is not known because the individual
withdrew from the study, the study ended before the individual failed, or for some similar reason.
Unknown Censor
This option specifies what the program is to assume about rows whose censor value is not equal to either the
Failed code or the Censored code. Note that observations with missing censor values are always treated as
missing.
• Censored
Observations with unknown censor values are assumed to have been censored.
• Failed
Observations with unknown censor values are assumed to have failed.
• Missing
Observations with unknown censor values are assumed to be missing and they are removed from the analysis.
Group Variable
Group Variable
An optional categorical (grouping) variable may be specified. If it is used, a separate analysis is conducted for
each unique value of this variable.
Options
Confidence Limits
This option specifies the method used to estimate the confidence limits of the survival and hazard values that are
displayed. The options are:
• Linear
This is the classical method which uses Greenwood’s estimate of the variance.
• Log Transform
This method uses the logarithmic transformation of Greenwood’s variance estimate. It produces better limits
than the Linear method and has better small sample properties.
• ArcSine
This method uses the arcsine square-root transformation of Greenwood’s variance estimate to produce better
limits.
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Variance
The option specifies which estimator of the variance of the Nelson-Aalen cumulative hazard estimate is to be
used. Three estimators have been proposed. When there are no event-time ties, all three give about the same
results.
We recommend that you use the Simple estimator unless ties occur naturally in the theoretical event times.
• Simple
This estimator should be used when event-time ties are caused by rounding and lack of measurement
precision. This estimate gives the largest value and hence the widest, most conservation, confidence intervals.
• Plug In
This estimator should be used when event-time ties are caused by rounding and lack of measurement
precision.
• Binomial
This estimator should be used when ties occur in the theoretical distribution of event times.
Reports Tab
The following options control which reports are displayed and the format of those reports.
Select Reports
Data Summary - Median Remaining Lifetime
These options indicate whether to display the corresponding report.
Alpha Level
This is the value of alpha used in the calculation of confidence limits. For example, if you specify 0.04 here, then
96% confidence limits will be calculated.
Report Options
Precision
Specify the precision of numbers in the report. A single-precision number will show seven-place accuracy, while
a double-precision number will show thirteen-place accuracy. Note that the reports are formatted for single
precision. If you select double precision, some numbers may run into others. Also note that all calculations are
performed in double precision regardless of which option you select here. Single precision is for reporting
purposes only.
Variable Names
This option lets you select whether to display only variable names, variable labels, or both.
Value Labels
This option lets you select whether to display only values, only value labels, or both for values of the group
variable. Use this option if you want to automatically attach labels to the values of the group variable (like
1=Male, 2=Female, etc.). See the section on specifying Value Labels elsewhere in this manual.
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Plots Tab
The following options control the plots that are displayed.
Select Plots
Survival/Reliability Plot - Hazard Rate Plot
These options specify which plots type of plots are displayed. Check the plots that you want to see.
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Storage Tab
These options let you specify if, and where on the dataset, various statistics are stored.
Warning: Any data already in these columns are replaced by the new data. Be careful not to specify columns that
contain important data.
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This report displays a summary of the amount of data that were analyzed. Scan this report to determine if there
were any obvious data errors by double checking the counts and the minimum and maximum times.
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This report displays the standard life table. The formulas used were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 .
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This report displays the most interesting quantities from a life table. The formulas used were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 .
Cumulative Survival
This is the estimate of the survivorship function, S (Tt ) . It is also called the cumulative survival rate at time Tt . It
is the probability of surviving to the start of the interval and then through the interval.
Cumulative Hazard Function
This is the estimate of the cumulative hazard function, H (Tt ) .
Hazard Rate
This is the estimated hazard rate function, h(Tmt ) . It is an estimate of the number of deaths per unit time divided by
the average number of survivors computed at the interval midpoint.
Death Density Function
This is the estimated death density function, f (Tmt ) . It is an estimate of the probability of dying at the interval
midpoint.
Median Remaining Lifetime
This is the median remaining lifetime, MRTt . It is the time value at which exactly one-half of those who survived
until Tt are still alive.
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This report displays the life-table survival distribution along with confidence limits. The formulas used were
presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 .
Cumulative Survival
This is the estimate of the survivorship function, S (Tt ) . It is also called the cumulative survival rate at time Tt . It
is the probability of surviving to the start of the interval and then through the interval.
Standard Error
This is the large-sample estimate of standard error of the survival function. It is a measure of the precision of the
survival estimate.
Lower and Upper Confidence Limits
The lower and upper confidence limits provide a pointwise confidence interval for the survival function. These
limit are constructed so that the probability that the true survival probability lies between them is 1 − α . Note that
these limits are constructed for a single time point. Several of them cannot be used together to form a confidence
band such that the entire survival function lies within the band.
Three difference confidence intervals are available. All three confidence intervals perform about the same in large
samples. The linear (Greenwood) interval is the most commonly used. However, the log-transformed and the
arcsine-square intervals behave better in small to moderate samples, so they are recommended. The formulas for
these limits were given at the beginning of the chapter and are not repeated here.
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This report displays estimates of the cumulative hazard function. The formulas used were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 .
Cumulative Hazard
This is the Nelson-Aalen estimate of the cumulative hazard function, H (Tt ) .
Standard Error
This is the estimated standard error of the above cumulative hazard function. The formula used was specified
under the Variables tab in the Variance box. The standard error is the square root of this variance.
Lower and Upper Confidence Limits
The lower and upper confidence limits provide a pointwise confidence interval for the cumulative hazard at each
time point. These limits are constructed so that the probability that the true cumulative hazard lies between them
is 1 − α . Note that these limits are constructed for a single time point. Several of them cannot be used together to
form a confidence band such that the entire cumulative hazard function lies within the band.
Three difference confidence intervals are available. All three confidence intervals perform about the same in large
samples. The linear (Greenwood) interval is the most commonly used. However, the log-transformed and the
arcsine-square intervals behave better in small to moderate samples, so they are recommended. The formulas for
these limits were given at the beginning of the chapter and are not repeated here.
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This report displays estimates of the hazard rates at the midpoints of each of the time intervals. The formulas used
were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 . Note that the hazard rate is actually computed at the midpoint of
each interval.
Cumulative Hazard
This is the estimate of the hazard rate, h(Tmt ) .
Standard Error
This is the estimated standard error of the above hazard rate. The formula used was given earlier. The standard
error is the square root of this variance.
Lower and Upper Confidence Limits
The lower and upper confidence limits provide a pointwise confidence interval for the hazard rate at the midpoint
of the time interval. These limits are constructed so that the probability that the true hazard rate lies between them
is 1 − α . Note that these limits are constructed for a single time point. Several of them cannot be used together to
form a confidence band such that the entire hazard rate lies within the band.
Three difference confidence intervals are available. All three confidence intervals perform about the same in large
samples. The linear (Greenwood) interval is the most commonly used. However, the log-transformed and the
arcsine-square intervals behave better in small to moderate samples, so they are recommended. The formulas for
these limits were given at the beginning of the chapter and are not repeated here.
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This report displays estimates of the hazard rates at the midpoints of each of the time intervals. The formulas used
were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 . Note that the hazard rate is actually computed at the midpoint of
each interval.
Death Density
This is the estimate of the death density, f (Tmt ) .
Standard Error
This is the estimated standard error of the above density. The formula used was given earlier. The standard error
is the square root of this variance.
Lower and Upper Confidence Limits
The lower and upper confidence limits provide a pointwise confidence interval for the death density at the
midpoint of the time interval. These limits are constructed so that the probability that the true density lies between
them is 1 − α .
Three difference confidence intervals are available. All three confidence intervals perform about the same in large
samples. The linear (Greenwood) interval is the most commonly used. However, the log-transformed and the
arcsine-square intervals behave better in small to moderate samples, so they are recommended. The formulas for
these limits were given at the beginning of the chapter and are not repeated here.
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Life-Table Analysis
This report displays estimates of the median remaining lifetime of those who are alive at the beginning of the
interval. The formulas used were presented earlier.
Time
This is the left boundary of the time interval reported on this line. The right boundary is the entry on the following
line. Each interval is represented by Tt ≤ T < Tt +1 .
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Survival Plot
This plot shows the survivorship function. If there are several groups, a separate line is drawn for each group.
This plot shows the Nelson-Aalen cumulative hazard function. If you have several groups, then a separate line is
drawn for each group.
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This plot shows the hazard rates. Note the unusual step-like appearance of the plot because the hazard rates are
assumed constant for the duration of the interval.
Parameter Value
Time 3
Lost 23
Dying 171
Entering 1523
Exposed 1511.5
Proportion Dying 0.1131
Proportion Surviving 0.8869
S(T) 0.6524
S.E. S(T) 0.0097
h(T) 0.1199
S.E. h(T) 0.0092
Median Rem. Lifetime 6.23
S.E. MRL(T) 0.9
f(T) 0.0738
S.E. f(T) 0.0054
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