384 INTRODUCTION TO SURVIVAL ANALYSIS
A word is in order about the use of the term time. In event history analysis, time
typically refers to the duration in a given state rather than calendar time. Nevertheless,
sometimes “time” refers to calendar time. In fact, a critical concept in survival analy-
sis is the calendar time at which a case is first exposed to the risk of an event. I refer
to this time as the inception of risk. Once the inception of risk is given, survival time
is then calculated as the calendar time at which the event of interest occurs minus the
inception of risk. If cases are lost to follow-up or the study ends before an event
occurs, the time at which the case was last observed minus the inception of risk gives
the censored survival time for that case.
In this chapter I moreover assume that time is a continuous variable, which gives
rise to continuous-time survival models. In practice, time is never measured so pre-
cisely as to be truly continuous, but it can be treated as such if measured finely
enough—say in days, weeks, or months. Use of a continuous-time model is predi-
cated, however, on the notion that an event can occur at any given time or after any
given amount of time has elapsed. However, some events can only occur at particu-
lar calendar times. For example, promotion in academic rank typically occurs only
at the beginning of the school year. In this type of process, survival time is a discrete
variable and the appropriate analytic technique is a discrete-time survival model.
Even if the true event-generating process is a continuous one, however, a discrete-
time analysis may still be appropriate if events are only known to occur in some
interval of time. Discrete-time analyses are considered in Chapter 12.
Nature of Event Histories
To further tease out critical concepts in survival analysis, I direct the reader to Figure
11.1, which provides a schematic of various event histories in a given study. For sim-
plicity, it is assumed in the figure that the event of interest is a single, nonrepeatable
event. Examples would be the first instance of sexual intercourse or the first marriage.
Although either of these events may be repeated several times, the first instance of
either is a one-time affair. The horizontal axis represents survival time. Each line stands
for a person’s event history and represents the time period from inception of risk until
either censoring or termination in the event of interest. These periods are also referred
to as episodes or spells. Each line moves from left to right in the figure, with vertical
bars on the left indicating known inceptions of risk and vertical bars on the right indi-
cating right-censoring times. An arrowhead at the end of the line indicates that the per-
son experienced the event of interest at a given time. Solid lines represent durations
observed in a given study, while dotted lines reflect survival time that is outside the
study. Individuals a, b, c, and e experience inception of risk at t
0
, which is also the
beginning of observation, or start time for the study. I consider these people first, as
they are the most common kinds of observations. Case a represents an observation that
is right-censored by the ending date of the study, denoted t
1
. Case b, in contrast, is
right-censored by virtue of either being lost to follow-up, or by experiencing a different
type of event that removes him or her from the risk for the event of interest (e.g., the
death of a spouse removes couples from the risk for divorce). Case c experiences the
event of interest during the observation period and is referred to as being uncensored.