I’ve been recently looking at Survival Analysis at work. It’s an incredibly powerful technique however one challenge I had was getting confidence intervals (or something similar to confidence intervals) to work with Aalen Additive.
So largely to allow myself to remember this in future I share the code here 🙂
It should work also with Cox PH. And other models.
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Published by Peadar Coyle
I help organisations understand, assess and execute on emerging opportunities in data science and machine learning. I've helped organisations from startups to larger organisations unlock value from their data in verticals such as Supply Chain Management, Advertising and Financial Services. I am happiest at the intersection of product, data science and engineering. My work has exposed me to working with sales people, legal (GDPR), risk and various other functions or cross-functional teams.If you're looking for a data scientist for some advisory work or technical due diligence, if you have a project in mind or are looking for me to do some writing or speaking, feel free to get in touch peadarcoyle@googlemail.com View all posts by Peadar Coyle
