ABSTRACT
This chapter is about the use of survival analysis in health economics. The aim is to give the reader an insight into the modelling of continuous-time duration data, the use of non-parametric and parametric procedures and estimation methods that are commonly employed to analyse survival times. We present an application of these techniques to smoking initiation and cessation and the hazard of mortality, using data from the Health and Lifestyle Survey (HALS). The analysis focuses on the socioeconomic gradient in smoking duration and survival probability and the impact of smoking behaviour on survival probability.
