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Modelling Survival Data in Medical Research Third
Edition David Collett Digital Instant Download
Author(s): David Collett; Alan Kimber
ISBN(s): 9781439856789, 1439856788
Edition: Third Edition
File Details: PDF, 3.35 MB
Year: 2015
Language: english
Statistics
Third
Edition Texts in Statistical Science
Modelling Survival Data in Medical Research describes the mod-
elling approach to the analysis of survival data using a wide range of

Modelling

Modelling Survival Data in Medical Research

examples from biomedical research.
Well known for its nontechnical style, this third edition contains new

Survival Data in
chapters on frailty models and their applications, competing risks,
non-proportional hazards, and dependent censoring. It also de-
scribes techniques for modelling the occurrence of multiple events
and event history analysis.
Earlier chapters are now expanded to include new material on a num-
ber of topics, including measures of predictive ability and flexible
parametric models. Many new data sets and examples are included
Medical Research
to illustrate how these techniques are used in modelling survival data.
Features
Third Edition
• Presents an accessible introduction to statistical methods for
handling survival data
• Includes modern statistical techniques for survival analysis and
key references
• Contains real data examples with many new data sets
• Provides additional data sets that can be used for coursework
Bibliographic notes and suggestions for further reading are provided
at the end of each chapter.
Additional data sets to obtain a fuller appreciation of the methodology,
or to be used as student exercises, are provided in the appendix.
All data sets used in this book are also available in electronic format
online.
This book is an invaluable resource for statisticians in the pharma-
ceutical industry, professionals in medical research institutes, scien-
tists and clinicians who are analysing their own data, and students

David Collett
Collett

taking undergraduate or postgraduate courses in survival analysis.

K12670

w w w. c rc p r e s s . c o m
 Modelling
Survival Data in
Medical Research
Third Edition
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 Texts in Statistical Science

Modelling
Survival Data in
Medical Research
Third Edition

David Collett
NHS Blood and Transplant
Bristol, UK
First edition published in 1994 by Chapman and Hall.

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 Contents

Preface xv

1 Survival analysis 1
1.1 Special features of survival data 1
1.1.1 Censoring 2
1.1.2 Independent censoring 3
1.1.3 Study time and patient time 3
1.2 Some examples 5
1.3 Survivor, hazard and cumulative hazard functions 10
1.3.1 The survivor function 10
1.3.2 The hazard function 12
1.3.3 The cumulative hazard function 13
1.4 Computer software for survival analysis 14
1.5 Further reading 15

2 Some non-parametric procedures 17

2.1 Estimating the survivor function 17
2.1.1 Life-table estimate of the survivor function 19
2.1.2 Kaplan-Meier estimate of the survivor function 21
2.1.3 Nelson-Aalen estimate of the survivor function 24
2.2 Standard error of the estimated survivor function 25
2.2.1 Standard error of the Kaplan-Meier estimate 26
2.2.2 Standard error of other estimates 27
2.2.3 Confidence intervals for values of the survivor function 28
2.3 Estimating the hazard function 31
2.3.1 Life-table estimate of the hazard function 31
2.3.2 Kaplan-Meier type estimate 32
2.3.3 Estimating the cumulative hazard function 35
2.4 Estimating the median and percentiles of survival times 36
2.5 Confidence intervals for the median and percentiles 38
2.6 Comparison of two groups of survival data 40
2.6.1 Hypothesis testing 41
2.6.2 The log-rank test 44
2.6.3 The Wilcoxon test 48
2.6.4 Comparison of the log-rank and Wilcoxon tests 49

vii
viii CONTENTS
2.7 Comparison of three or more groups of survival data 50
2.8 Stratified tests 52
2.9 Log-rank test for trend 54
2.10 Further reading 56

3 The Cox regression model 57

3.1 Modelling the hazard function 57
3.1.1 A model for the comparison of two groups 58
3.1.2 The general proportional hazards model 59
3.2 The linear component of the model 60
3.2.1 Including a variate 61
3.2.2 Including a factor 61
3.2.3 Including an interaction 62
3.2.4 Including a mixed term 63
3.3 Fitting the Cox regression model 65
3.3.1 Likelihood function for the model 67
3.3.2 Treatment of ties 69
3.3.3 The Newton-Raphson procedure 71
3.4 Confidence intervals and hypothesis tests 72
3.4.1 Confidence intervals for hazard ratios 73
3.4.2 Two examples 73
3.5 Comparing alternative models 76
3.5.1 The statistic −2 log L̂ 77
3.5.2 Comparing nested models 78
3.6 Strategy for model selection 83
3.6.1 Variable selection procedures 84
3.7 Variable selection using the lasso 90
3.7.1 The lasso in Cox regression modelling 91
3.7.2 Data preparation 92
3.8 Non-linear terms 95
3.8.1 Testing for non-linearity 96
3.8.2 Modelling non-linearity 97
3.8.3 Fractional polynomials 98
3.9 Interpretation of parameter estimates 99
3.9.1 Models with a variate 99
3.9.2 Models with a factor 100
3.9.3 Models with combinations of terms 104
3.10 Estimating the hazard and survivor functions 107
3.10.1 The special case of no covariates 110
3.10.2 Some approximations to estimates of baseline functions 110
3.11 Risk adjusted survivor function 116
3.11.1 Risk adjusted survivor function for groups of individuals 117
3.12 Explained variation in the Cox regression model 120
3.12.1 Measures of explained variation 122
3.12.2 Measures of predictive ability 123
CONTENTS ix
3.12.3 Model validation 124
3.13 Proportional hazards and the log-rank test 125
3.14 Further reading 128

4 Model checking in the Cox regression model 131

4.1 Residuals for the Cox regression model 131
4.1.1 Cox-Snell residuals 132
4.1.2 Modified Cox-Snell residuals 133
4.1.3 Martingale residuals 135
4.1.4 Deviance residuals 136
4.1.5 Schoenfeld residuals 137
4.1.6 Score residuals 138
4.2 Assessment of model fit 142
4.2.1 Plots based on the Cox-Snell residuals 142
4.2.2 Plots based on the martingale and deviance residuals 145
4.2.3 Checking the functional form of covariates 147
4.3 Identification of influential observations 152
4.3.1 Influence of observations on a parameter estimate 153
4.3.2 Influence of observations on the set of parameter
estimates 155
4.3.3 Treatment of influential observations 158
4.4 Testing the assumption of proportional hazards 160
4.4.1 The log-cumulative hazard plot 161
4.4.2 Use of Schoenfeld residuals 163
4.4.3 Tests for non-proportional hazards 164
4.4.4 Adding a time-dependent variable 166
4.5 Recommendations 168
4.6 Further reading 169

5 Parametric proportional hazards models 171

5.1 Models for the hazard function 171
5.1.1 The exponential distribution 172
5.1.2 The Weibull distribution 173
5.2 Assessing the suitability of a parametric model 177
5.3 Fitting a parametric model to a single sample 178
5.3.1 Likelihood function for randomly censored data 180
5.4 Fitting exponential and Weibull models 181
5.4.1 Fitting the exponential distribution 182
5.4.2 Fitting the Weibull distribution 186
5.4.3 Standard error of a percentile of the Weibull distribution 188
5.5 A model for the comparison of two groups 192
5.5.1 The log-cumulative hazard plot 192
5.5.2 Fitting the model 194
5.6 The Weibull proportional hazards model 199
5.6.1 Fitting the model 200
x CONTENTS
5.6.2 Standard error of a percentile in the Weibull model 201
5.6.3 Log-linear form of the model 203
5.6.4 Exploratory analyses 205
5.7 Comparing alternative Weibull models 208
5.8 Explained variation in the Weibull model 215
5.9 The Gompertz proportional hazards model 216
5.10 Model choice 218
5.11 Further reading 219

6 Accelerated failure time and other parametric models 221

6.1 Probability distributions for survival data 221
6.1.1 The log-logistic distribution 222
6.1.2 The lognormal distribution 222
6.1.3 The gamma distribution 224
6.1.4 The inverse Gaussian distribution 225
6.2 Exploratory analyses 225
6.3 Accelerated failure model for two groups 227
6.3.1 Comparison with the proportional hazards model 228
6.3.2 The percentile-percentile plot 231
6.4 The general accelerated failure time model 232
6.4.1 Log-linear form of the accelerated failure time model 234
6.5 Parametric accelerated failure time models 236
6.5.1 The Weibull accelerated failure time model 236
6.5.2 The log-logistic accelerated failure time model 239
6.5.3 The lognormal accelerated failure time model 240
6.5.4 Summary 241
6.6 Fitting and comparing accelerated failure time models 243
6.7 The proportional odds model 250
6.7.1 The log-logistic proportional odds model 253
6.8 Some other distributions for survival data 255
6.9 Flexible parametric models 256
6.9.1 The Royston and Parmar model 259
6.9.2 Number and position of the knots 262
6.9.3 Fitting the model 262
6.9.4 Proportional odds models 266
6.10 Modelling cure rates 268
6.11 Effect of covariate adjustment 270
6.12 Further reading 272

7 Model checking in parametric models 275

7.1 Residuals for parametric models 275
7.1.1 Standardised residuals 275
7.1.2 Cox-Snell residuals 276
7.1.3 Martingale residuals 277
7.1.4 Deviance residuals 277
CONTENTS xi
7.1.5 Score residuals 277
7.2 Residuals for particular parametric models 278
7.2.1 Weibull distribution 279
7.2.2 Log-logistic distribution 279
7.2.3 Lognormal distribution 280
7.2.4 Analysis of residuals 280
7.3 Comparing observed and fitted survivor functions 284
7.4 Identification of influential observations 287
7.4.1 Influence of observations on a parameter estimate 287
7.4.2 Influence of observations on the set of parameter
estimates 288
7.5 Testing proportional hazards in the Weibull model 291
7.6 Further reading 292

8 Time-dependent variables 295

8.1 Types of time-dependent variables 295
8.2 A model with time-dependent variables 296
8.2.1 Fitting the Cox model 297
8.2.2 Estimation of baseline hazard and survivor functions 300
8.3 Model comparison and validation 302
8.3.1 Comparison of treatments 303
8.3.2 Assessing model adequacy 303
8.4 Some applications of time-dependent variables 304
8.5 Three examples 306
8.6 Counting process format 316
8.7 Further reading 317

9 Interval-censored survival data 319

9.1 Modelling interval-censored survival data 319
9.2 Modelling the recurrence probability in the follow-up period 322
9.3 Modelling the recurrence probability at different times 325
9.4 Arbitrarily interval-censored survival data 332
9.4.1 Modelling arbitrarily interval-censored data 332
9.4.2 Proportional hazards model for the survivor function 334
9.4.3 Choice of the step times 337
9.5 Parametric models for interval-censored data 342
9.6 Discussion 343
9.7 Further reading 344

10 Frailty models 345

10.1 Introduction to frailty 345
10.1.1 Random effects 346
10.1.2 Individual frailty 346
10.1.3 Shared frailty 347
10.2 Modelling individual frailty 348
xii CONTENTS
10.2.1 Frailty distributions 349
10.2.2 Observable survivor and hazard functions 351
10.3 The gamma frailty distribution 352
10.3.1 Impact of frailty on an observable hazard function 353
10.3.2 Impact of frailty on an observable hazard ratio 354
10.4 Fitting parametric frailty models 356
10.4.1 Gamma frailty 357
10.5 Fitting semi-parametric frailty models 363
10.5.1 Lognormal frailty effects 363
10.5.2 Gamma frailty effects 365
10.6 Comparing models with frailty 366
10.6.1 Testing for the presence of frailty 366
10.7 The shared frailty model 372
10.7.1 Fitting the shared frailty model 373
10.7.2 Comparing shared frailty models 374
10.8 Some other aspects of frailty modelling 377
10.8.1 Model checking 377
10.8.2 Correlated frailty models 378
10.8.3 Dependence measures 378
10.8.4 Numerical problems in model fitting 378
10.9 Further reading 379

11 Non-proportional hazards and institutional comparisons 381

11.1 Non-proportional hazards 381
11.2 Stratified proportional hazards models 383
11.2.1 Non-proportional hazards between treatments 385
11.3 Restricted mean survival 389
11.3.1 Use of pseudo-values 391
11.4 Institutional comparisons 393
11.4.1 Interval estimate for the RAFR 397
11.4.2 Use of the Poisson regression model 400
11.4.3 Random institution effects 402
11.5 Further reading 403

12 Competing risks 405

12.1 Introduction to competing risks 405
12.2 Summarising competing risks data 406
12.2.1 Kaplan-Meier estimate of survivor function 407
12.3 Hazard and cumulative incidence functions 409
12.3.1 Cause-specific hazard function 409
12.3.2 Cause-specific cumulative incidence function 410
12.3.3 Some other functions of interest 413
12.4 Modelling cause-specific hazards 414
12.4.1 Likelihood functions for competing risks models 415
12.4.2 Parametric models for cumulative incidence functions 418
CONTENTS xiii
12.5 Modelling cause-specific incidence 419
12.5.1 The Fine and Gray competing risks model 419
12.6 Model checking 422
12.7 Further reading 428

13 Multiple events and event history modelling 429

13.1 Introduction to counting processes 429
13.1.1 Modelling the intensity function 430
13.1.2 Survival data as a counting process 431
13.1.3 Survival data in the counting process format 433
13.1.4 Robust estimation of the variance-covariance matrix 434
13.2 Modelling recurrent event data 435
13.2.1 The Anderson and Gill model 436
13.2.2 The Prentice, Williams and Peterson model 437
13.3 Multiple events 443
13.3.1 The Wei, Lin and Weissfeld model 443
13.4 Event history analysis 448
13.4.1 Models for event history analysis 449
13.5 Further reading 455

14 Dependent censoring 457

14.1 Identifying dependent censoring 457
14.2 Sensitivity to dependent censoring 458
14.2.1 A sensitivity analysis 459
14.2.2 Impact of dependent censoring 461
14.3 Modelling with dependent censoring 463
14.3.1 Cox regression model with dependent censoring 464
14.4 Further reading 470

15 Sample size requirements for a survival study 471

15.1 Distinguishing between two treatment groups 471
15.2 Calculating the required number of deaths 472
15.2.1 Derivation of the required number of deaths 474
15.3 Calculating the required number of patients 479
15.3.1 Derivation of the required number of patients 480
15.3.2 An approximate procedure 483
15.4 Further reading 484

A Maximum likelihood estimation 487

A.1 Inference about a single unknown parameter 487
A.2 Inference about a vector of unknown parameters 489
xiv CONTENTS
B Additional data sets 491
B.1 Chronic active hepatitis 491
B.2 Recurrence of bladder cancer 492
B.3 Survival of black ducks 492
B.4 Bone marrow transplantation 495
B.5 Chronic granulomatous disease 495

Bibliography 499

Index of Examples 521

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Leaders of Religion
Edited by H. C. BEECHING, M.A. With Portraits, crown 8vo.
A series of short biographies of the most
prominent leaders of religious life and thought of
2/6 & 3/6
all ages and countries.
 The following are ready-- 2s. 6d.

CARDINAL NEWMAN. By R. H. Hutton. Second Edition.

‘Few who read this book will fail to be struck by the wonderful insight it displays
into the nature of the Cardinal’s genius and the spirit of his life.’--Wilfrid Ward, in
the Tablet.
‘Full of knowledge, excellent in method, and intelligent in criticism. We regard it as
wholly admirable.’--Academy.

JOHN WESLEY. By J. H. Overton, M.A.

‘It is well done: the story is clearly told, proportion is duly observed, and there is
no lack either of discrimination or of sympathy.’--Manchester Guardian.

BISHOP WILBERFORCE. By G. W. Daniel, M.A.

CARDINAL MANNING. By A. W. Hutton, M.A.

CHARLES SIMEON. By H. C. G. Moule, M.A.

3s. 6d.

JOHN KEBLE. By Walter Lock, M.A. Seventh Edition.

THOMAS CHALMERS. By Mrs. Oliphant. Second Edition.

Other volumes will be announced in due course.

Works by S. Baring Gould

OLD COUNTRY LIFE. With Sixty-seven Illustrations by W. Parkinson, F.
D. Bedford, and F. Masey. Large Crown 8vo, cloth super extra, top
edge gilt, 10s. 6d. Fourth and Cheaper Edition. 6s.
‘“Old Country Life,” as healthy wholesome reading, full of breezy life and
movement, full of quaint stories vigorously told, will not be excelled by any book
to be published throughout the year. Sound, hearty, and English to the core.’--
World.
HISTORIC ODDITIES AND STRANGE EVENTS. Third Edition. Crown
8vo. 6s.
‘A collection of exciting and entertaining chapters. The whole volume is delightful
reading.’--Times.

FREAKS OF FANATICISM. Third Edition. Crown 8vo. 6s.

‘Mr. Baring Gould has a keen eye for colour and effect, and the subjects he has
chosen give ample scope to his descriptive and analytic faculties. A perfectly
fascinating book.’--Scottish Leader.

SONGS OF THE WEST: Traditional Ballads and Songs of the West of

England, with their Traditional Melodies. Collected by S. Baring
Gould, M.A., and H. Fleetwood Sheppard, M.A. Arranged for Voice and
Piano. In 4 Parts (containing 25 Songs each), Parts I., II., III., 3s.
each. Part IV., 5s. In one Vol., French morocco, 15s.
‘A rich and varied collection of humour, pathos, grace, and poetic fancy.’--Saturday
Review.

YORKSHIRE ODDITIES AND STRANGE EVENTS. Fourth Edition. Crown

8vo. 6s.

STRANGE SURVIVALS AND SUPERSTITIONS. With Illustrations. By S.

Baring Gould. Crown 8vo. Second Edition. 6s.
A book on such subjects as Foundations, Gables, Holes, Gallows, Raising the Hat,
Old Ballads, etc. etc. It traces in a most interesting manner their origin and
history.
‘We have read Mr. Baring Gould’s book from beginning to end. It is full of quaint
and various information, and there is not a dull page in it.’--Notes and Queries.

T H E T R A G E D Y O F T H E C A E S A R S: The Emperors of the

Julian and Claudian Lines. With numerous Illustrations from Busts,
Gems, Cameos, etc. By S. Baring Gould, Author of ‘Mehalah,’ etc.
Third Edition. Royal 8vo. 15s.
‘A most splendid and fascinating book on a subject of undying interest. The great
feature of the book is the use the author has made of the existing portraits of
the Caesars, and the admirable critical subtlety he has exhibited in dealing with
this line of research. It is brilliantly written, and the illustrations are supplied on a
scale of profuse magnificence.’--Daily Chronicle.
 ‘The volumes will in no sense disappoint the general reader. Indeed, in their way,
there is nothing in any sense so good in English.... Mr. Baring Gould has
presented his narrative in such a way as not to make one dull page.’--Athenæum.

MR. BARING GOULD’S NOVELS

‘To say that a book is by the author of “Mehalah” is to imply that it contains a story
cast on strong lines, containing dramatic possibilities, vivid and sympathetic
descriptions of Nature, and a wealth of ingenious imagery.’--Speaker.
‘That whatever Mr. Baring Gould writes is well worth reading, is a conclusion that may
be very generally accepted. His views of life are fresh and vigorous, his language
pointed and characteristic, the incidents of which he makes use are striking and
original, his characters are life-like, and though somewhat exceptional people, are
drawn and coloured with artistic force. Add to this that his descriptions of scenes
and scenery are painted with the loving eyes and skilled hands of a master of his
art, that he is always fresh and never dull, and under such conditions it is no
wonder that readers have gained confidence both in his power of amusing and
satisfying them, and that year by year his popularity widens.’--Court Circular.

SIX SHILLINGS EACH

IN THE ROAR OF THE SEA: A Tale of the Cornish Coast.
MRS. CURGENVEN OF CURGENVEN.
CHEAP JACK ZITA.
THE QUEEN OF LOVE.
THREE SHILLINGS AND SIXPENCE EACH
ARMINELL: A Social Romance.
URITH: A Story of Dartmoor.
MARGERY OF QUETHER, and other Stories.
JACQUETTA, and other Stories.

Fiction
SIX SHILLING NOVELS
orelli. BARABBAS: A DREAM OF THE WORLD’S TRAGEDY. By Marie
Corelli, Author of ‘A Romance of Two Worlds,’ ‘Vendetta,’ etc.
Eleventh Edition. Crown 8vo. 6s.
Miss Corelli’s new romance has been received with much disapprobation by the
secular papers, and with warm welcome by the religious papers. By the former
she has been accused of blasphemy and bad taste; ‘a gory nightmare’; ‘a
hideous travesty’; ‘grotesque vulgarisation’; ‘unworthy of criticism’; ‘vulgar
redundancy’; ‘sickening details’--these are some of the secular flowers of speech.
On the other hand, the ‘Guardian’ praises ‘the dignity of its conceptions, the
reserve round the Central Figure, the fine imagery of the scene and
circumstance, so much that is elevating and devout’; the ‘Illustrated Church
News’ styles the book ‘reverent and artistic, broad based on the rock of our
common nature, and appealing to what is best in it’; the ‘Christian World’ says it
is written ‘by one who has more than conventional reverence, who has tried to
tell the story that it may be read again with open and attentive eyes’; the
‘Church of England Pulpit’ welcomes ‘a book which teems with faith without any
appearance of irreverence.’

Benson. DODO: A DETAIL OF THE DAY. By E. F. Benson. Crown 8vo.

Fourteenth Edition. 6s.
A story of society by a new writer, full of interest and power, which has attracted by
its brilliance universal attention. The best critics were cordial in their praise. The
‘Guardian’ spoke of ‘Dodo’ as unusually clever and interesting; the ‘Spectator’
called it a delightfully witty sketch of society; the ‘Speaker’ said the dialogue was
a perpetual feast of epigram and paradox; the ‘Athenæum’ spoke of the author
as a writer of quite exceptional ability; the ‘Academy’ praised his amazing
cleverness; the ‘World’ said the book was brilliantly written; and half-a-dozen
papers declared there was not a dull page in the book.

Baring Gould. IN THE ROAR OF THE SEA: A Tale of the Cornish

Coast. By S. Baring Gould. New Edition. 6s.

Baring Gould. MRS. CURGENVEN OF CURGENVEN. By S. Baring Gould.

Third Edition. 6s.
A story of Devon life. The ‘Graphic’ speaks of it as a novel of vigorous humour and
sustained power; the ‘Sussex Daily News’ says that the swing of the narrative is
splendid; and the ‘Speaker’ mentions its bright imaginative power.
Baring Gould. CHEAP JACK ZITA. By S. Baring Gould. Third Edition.
Crown 8vo. 6s.
A Romance of the Ely Fen District in 1815, which the ‘Westminster Gazette’ calls ‘a
powerful drama of human passion’; and the ‘National Observer’ ‘a story worthy
the author.’

Baring Gould. THE QUEEN OF LOVE. By S. Baring Gould. Second

Edition. Crown 8vo. 6s.
The ‘Glasgow Herald’ says that ‘the scenery is admirable, and the dramatic
incidents are most striking.’ The ‘Westminster Gazette’ calls the book ‘strong,
interesting, and clever.’ ‘Punch’ says that ‘you cannot put it down until you have
finished it.’ ‘The Sussex Daily News’ says that it ‘can be heartily recommended to
all who care for cleanly, energetic, and interesting fiction.’

Norris. HIS GRACE. By W. E. Norris, Author of ‘Mademoiselle de

Mersac.’ Third Edition. Crown 8vo. 6s.
‘The characters are delineated by the author with his characteristic skill and
vivacity, and the story is told with that ease of manners and Thackerayean
insight which give strength of flavour to Mr. Norris’s novels. No one can depict
the Englishwoman of the better classes with more subtlety.’--Glasgow Herald.
‘Mr. Norris has drawn a really fine character in the Duke of Hurstbourne, at once
unconventional and very true to the conventionalities of life, weak and strong in
a breath, capable of inane follies and heroic decisions, yet not so definitely
portrayed as to relieve a reader of the necessity of study on his own behalf.’--
Athenæum.

Parker. MRS. FALCHION. By Gilbert Parker, Author of ‘Pierre and His

People.’ New Edition. 6s.
Mr. Parker’s second book has received a warm welcome. The ‘Athenæum’ called it a
splendid study of character; the ‘Pall Mall Gazette’ spoke of the writing as but
little behind anything that has been done by any writer of our time; the ‘St.
James’s’ called it a very striking and admirable novel; and the ‘Westminster
Gazette’ applied to it the epithet of distinguished.

Parker. PIERRE AND HIS PEOPLE. By Gilbert Parker. Crown 8vo.

Buckram. 6s.
‘Stories happily conceived and finely executed. There is strength and genius in Mr.
Parker’s style.’--Daily Telegraph.
Parker. THE TRANSLATION OF A SAVAGE. By Gilbert Parker, Author of
‘Pierre and His People,’ ‘Mrs. Falchion,’ etc. Crown 8vo. 5s.
‘The plot is original and one difficult to work out; but Mr. Parker has done it with
great skill and delicacy. The reader who is not interested in this original, fresh,
and well-told tale must be a dull person indeed.’--Daily Chronicle.
‘A strong and successful piece of workmanship. The portrait of Lali, strong, dignified,
and pure, is exceptionally well drawn.’--Manchester Guardian.
‘A very pretty and interesting story, and Mr. Parker tells it with much skill. The story is
one to be read.’--St. James’s Gazette.

Anthony Hope. A CHANGE OF AIR: A Novel. By Anthony Hope, Author

of ‘The Prisoner of Zenda,’ etc. Crown 8vo. 6s.
A bright story by Mr. Hope, who has, the Athenæum says, ‘a decided outlook and
individuality of his own.’
‘A graceful, vivacious comedy, true to human nature. The characters are traced
with a masterly hand.’--Times.

Pryce. TIME AND THE WOMAN. By Richard Pryce, Author of ‘Miss

Maxwell’s Affections,’ ‘The Quiet Mrs. Fleming,’ etc. New and
Cheaper Edition. Crown 8vo. 6s.
‘Mr. Pryce’s work recalls the style of Octave Feuillet, by its clearness, conciseness,
its literary reserve.’--Athenæum.

Marriott Watson. DIOGENES OF LONDON and other Sketches. By H.

B. Marriott Watson, Author of ‘The Web of the Spider.’ Crown 8vo.
Buckram. 6s.
‘By all those who delight in the uses of words, who rate the exercise of prose above
the exercise of verse, who rejoice in all proofs of its delicacy and its strength,
who believe that English prose is chief among the moulds of thought, by these
Mr. Marriott Watson’s book will be welcomed.’--National Observer.

Gilchrist. THE STONE DRAGON. By Murray Gilchrist. Crown 8vo.

Buckram. 6s.
‘The author’s faults are atoned for by certain positive and admirable merits. The
romances have not their counterpart in modern literature, and to read them is a
unique experience.’--National Observer.

THREE-AND-SIXPENNY NOVELS
Baring Gould. ARMINELL: A Social Romance. By S. Baring Gould. New
Edition. Crown 8vo. 3s. 6d.
Baring Gould. URITH: A Story of Dartmoor. By S. Baring Gould. Third
Edition. Crown 8vo. 3s. 6d.
‘The author is at his best.’--Times.
‘He has nearly reached the high water-mark of “Mehalah.”’--National Observer.

Baring Gould. MARGERY OF QUETHER, and other Stories. By S.

Baring Gould. Crown 8vo. 3s. 6d.

Baring Gould. JACQUETTA, and other Stories. By S. Baring Gould.

Crown 8vo. 3s. 6d.

Gray. ELSA. A Novel. By E. M’Queen Gray. Crown 8vo. 3s. 6d.

‘A charming novel. The characters are not only powerful sketches, but minutely and
carefully finished portraits.’--Guardian.

Pearce. JACO TRELOAR. By J. H. Pearce, Author of ‘Esther Pentreath.’

New Edition. Crown 8vo. 3s. 6d.
A tragic story of Cornish life by a writer of remarkable power, whose first novel has
been highly praised by Mr. Gladstone.
The ‘Spectator’ speaks of Mr. Pearce as a writer of exceptional power; the ‘Daily
Telegraph’ calls the book powerful and picturesque; the ‘Birmingham Post’
asserts that it is a novel of high quality.

Edna Lyall. DERRICK VAUGHAN, NOVELIST. By Edna Lyall, Author of

‘Donovan,’ etc. Crown 8vo. 3s. 6d.

Clark Russell. MY DANISH SWEETHEART. By W. Clark Russell, Author

of ‘The Wreck of the Grosvenor,’ etc. Illustrated. Third Edition.
Crown 8vo. 3s. 6d.

Author of ‘Vera.’ THE DANCE OF THE HOURS. By the Author of

‘Vera.’ Crown 8vo. 3s. 6d.

Esmè Stuart. A WOMAN OF FORTY. By Esmè Stuart, Author of ‘Muriel’s

Marriage,’ ‘Virginié’s Husband,’ etc. New Edition. Crown 8vo. 3s. 6d.
 ‘The story is well written, and some of the scenes show great dramatic power.’--
Daily Chronicle.

Fenn. THE STAR GAZERS. By G. Manville Fenn, Author of ‘Eli’s Children,’

etc. New Edition. Cr. 8vo. 3s. 6d.
‘A stirring romance.’--Western Morning News.
‘Told with all the dramatic power for which Mr. Fenn is conspicuous.’--Bradford
Observer.

Dickinson. A VICAR’S WIFE. By Evelyn Dickinson. Crown 8vo. 3s. 6d.

Prowse. THE POISON OF ASPS. By R. Orton Prowse. Crown 8vo. 3s.

6d.

Grey. THE STORY OF CHRIS. By Rowland Grey. Crown 8vo. 5s.

Lynn Linton. THE TRUE HISTORY OF JOSHUA DAVIDSON, Christian

and Communist. By E. Lynn Linton. Eleventh Edition. Post 8vo. 1s.
HALF-CROWN NOVELS
A Series of Novels by popular Authors,
tastefully bound in cloth.
2/6
1. THE PLAN OF CAMPAIGN. By F. Mabel Robinson.
2. DISENCHANTMENT. By F. Mabel Robinson.
3. MR. BUTLER’S WARD. By F. Mabel Robinson.
4. HOVENDEN, V.C. By F. Mabel Robinson.
5. ELI’S CHILDREN. By G. Manville Fenn.
6. A DOUBLE KNOT. By G. Manville Fenn.
7. DISARMED. By Betham Edwards.
8. A LOST ILLUSION. By Leslie Keith.
9. A MARRIAGE AT SEA. By W. Clark Russell.
10. IN TENT AND BUNGALOW. By the Author of ‘Indian Idylls.’
11. MY STEWARDSHIP. By E. M’Queen Gray.
12. A REVEREND GENTLEMAN. By J. M. Cobban.
13. A DEPLORABLE AFFAIR. By W. E. Norris.
14. JACK’S FATHER. By W. E. Norris.
Other volumes will be announced in due course.
 Books for Boys and Girls
Baring Gould. THE ICELANDER’S SWORD. By S. Baring Gould, Author
of ‘Mehalah,’ etc. With Twenty-nine Illustrations by J. Moyr Smith.
Crown 8vo. 6s.
A stirring story of Iceland, written for boys by the author of ‘In the Roar of the Sea.’

Cuthell. TWO LITTLE CHILDREN AND CHING. By Edith E. Cuthell.

Profusely Illustrated. Crown 8vo. Cloth, gilt edges. 3s. 6d.
Another story, with a dog hero, by the author of the very popular ‘Only a Guard-
Room Dog.’

Blake. TODDLEBEN’S HERO. By M. M. Blake, Author of ‘The Siege of

Norwich Castle.’ With 36 Illustrations. Crown 8vo. 3s. 6d.
A story of military life for children.

Cuthell. ONLY A GUARD-ROOM DOG. By Mrs. Cuthell. With 16

Illustrations by W. Parkinson. Square Crown 8vo. 3s. 6d.
‘This is a charming story. Tangle was but a little mongrel Skye terrier, but he had a
big heart in his little body, and played a hero’s part more than once. The book
can be warmly recommended.’--Standard.

Collingwood. THE DOCTOR OF THE JULIET. By Harry Collingwood,

Author of ‘The Pirate Island,’ etc. Illustrated by Gordon Browne.
Crown 8vo. 3s. 6d.
‘“The Doctor of the Juliet,” well illustrated by Gordon Browne, is one of Harry
Collingwood’s best efforts.’--Morning Post.

Clark Russell. MASTER ROCKAFELLAR’S VOYAGE. By W. Clark Russell,

Author of ‘The Wreck of the Grosvenor,’ etc. Illustrated by Gordon
Browne. Second Edition, Crown 8vo. 3s. 6d.
‘Mr. Clark Russell’s story of “Master Rockafellar’s Voyage” will be among the
favourites of the Christmas books. There is a rattle and “go” all through it, and
its illustrations are charming in themselves, and very much above the average in
the way in which they are produced.’--Guardian.

Manville Fenn. SYD BELTON: Or, The Boy who would not go to Sea.
By G. Manville Fenn, Author of ‘In the King’s Name,’ etc. Illustrated
 by Gordon Browne. Crown 8vo. 3s. 6d.
‘Who among the young story-reading public will not rejoice at the sight of the old
combination, so often proved admirable--a story by Manville Fenn, illustrated by
Gordon Browne? The story, too, is one of the good old sort, full of life and vigour,
breeziness and fun.’--Journal of Education.

The Peacock Library

A Series of Books for Girls by well-known
Authors, handsomely bound in blue and silver,
3/6
and well illustrated. Crown 8vo.
1. A PINCH OF EXPERIENCE. By L. B. Walford.
2. THE RED GRANGE. By Mrs. Molesworth.
3. THE SECRET OF MADAME DE MONLUC. By the Author of ‘Mdle
Mori.’
4. DUMPS. By Mrs. Parr, Author of ‘Adam and Eve.’
5. OUT OF THE FASHION. By L. T. Meade.
6. A GIRL OF THE PEOPLE. By L. T. Meade.
7. HEPSY GIPSY. By L. T. Meade. 2s. 6d.
8. THE HONOURABLE MISS. By L. T. Meade.
9. MY LAND OF BEULAH. By Mrs. Leith Adams.

University Extension Series

A series of books on historical, literary, and scientific subjects, suitable for
extension students and home reading circles. Each volume is complete in itself,
and the subjects are treated by competent writers in a broad and philosophic
spirit.

Edited by J. E. SYMES, M.A.,

Principal of University College, Nottingham.

Crown 8vo. Price (with some exceptions) 2s. 6d.

The following volumes are ready:--

THE INDUSTRIAL HISTORY OF ENGLAND. By H. de B. Gibbins, M.A., late
Scholar of Wadham College, Oxon., Cobden Prizeman. Third
Edition. With Maps and Plans. 3s.
‘A compact and clear story of our industrial development. A study of this concise
but luminous book cannot fail to give the reader a clear insight into the principal
phenomena of our industrial history. The editor and publishers are to be
congratulated on this first volume of their venture, and we shall look with
expectant interest for the succeeding volumes of the series.’--University
Extension Journal.

A HISTORY OF ENGLISH POLITICAL ECONOMY. By L. L. Price, M.A.,

Fellow of Oriel College, Oxon.

PROBLEMS OF POVERTY: An Inquiry into the Industrial Conditions of

the Poor. By J. A. Hobson, M.A.

VICTORIAN POETS. By A. Sharp.

THE FRENCH REVOLUTION. By J. E. Symes, M.A.

PSYCHOLOGY. By F. S. Granger, M.A., Lecturer in Philosophy at

University College, Nottingham.

THE EVOLUTION OF PLANT LIFE: Lower Forms. By G. Massee, Kew

Gardens. With Illustrations.

AIR AND WATER. Professor V. B. Lewes, M.A. Illustrated.

THE CHEMISTRY OF LIFE AND HEALTH. By C. W. Kimmins, M.A. Camb.

Illustrated.

THE MECHANICS OF DAILY LIFE. By V. P. Sells, M.A. Illustrated.

ENGLISH SOCIAL REFORMERS. H. de B. Gibbins, M.A.

ENGLISH TRADE AND FINANCE IN THE SEVENTEENTH CENTURY. By

W. A. S. Hewins, B.A.
THE CHEMISTRY OF FIRE. The Elementary Principles of Chemistry. By
M. M. Pattison Muir, M.A. Illustrated.

A TEXT-BOOK OF AGRICULTURAL BOTANY. By M. C. Potter, M.A., F.L.S.

Illustrated. 3s. 6d.

THE VAULT OF HEAVEN. A Popular Introduction to Astronomy. By R. A.

Gregory. With numerous Illustrations.

METEOROLOGY. The Elements of Weather and Climate. By H. N.

Dickson, F.R.S.E., F.R. Met. Soc. Illustrated.

A MANUAL OF ELECTRICAL SCIENCE. By George J. Burch, M.A. With

numerous Illustrations. 3s.

Social Questions of To-day

Edited by H. de B. GIBBINS, M.A.

Crown 8vo. 2s. 6d.

A series of volumes upon those topics of
social, economic, and industrial interest that
2/6
are at the present moment foremost in the public mind. Each
volume of the series is written by an author who is an
acknowledged authority upon the subject with which he deals.
The following Volumes of the Series are ready:--

TRADE UNIONISM--NEW AND OLD. By G. Howell, M.P., Author of ‘The

Conflicts of Capital and Labour.’ Second Edition.

THE CO-OPERATIVE MOVEMENT TO-DAY. By G. J. Holyoake, Author of

‘The History of Co-operation.’

MUTUAL THRIFT. By Rev. J. Frome Wilkinson, M.A., Author of ‘The

Friendly Society Movement.’
PROBLEMS OF POVERTY: An Inquiry into the Industrial Conditions of
the Poor. By J. A. Hobson, M.A.

THE COMMERCE OF NATIONS. By C. F. Bastable, M.A., Professor of

Economics at Trinity College, Dublin.

THE ALIEN INVASION. By W. H. Wilkins, B.A., Secretary to the Society

for Preventing the Immigration of Destitute Aliens.

THE RURAL EXODUS. By P. Anderson Graham.

LAND NATIONALIZATION. By Harold Cox, B.A.

A SHORTER WORKING DAY. By H. de B. Gibbins and R. A. Hadfield, of

the Hecla Works, Sheffield.

BACK TO THE LAND: An Inquiry into the Cure for Rural Depopulation.
By H. E. Moore.

TRUSTS, POOLS AND CORNERS: As affecting Commerce and Industry.

By J. Stephen Jeans, M.R.I., F.S.S.

THE FACTORY SYSTEM. By R. Cooke Taylor.

THE STATE AND ITS CHILDREN. By Gertrude Tuckwell.

Classical Translations
Edited by H. F. FOX, M.A., Fellow and Tutor of Brasenose
College, Oxford.
Messrs. Methuen propose to issue a New Series of Translations
from the Greek and Latin Classics. They have enlisted the services
of some of the best Oxford and Cambridge Scholars, and it is their
intention that the Series shall be distinguished by literary excellence
as well as by scholarly accuracy.
Crown 8vo. Finely printed and bound in blue buckram.
CICERO--De Oratore I. Translated by E. N. P. Moor, M.A., Assistant
Master at Clifton. 3s. 6d.

ÆSCHYLUS--Agamemnon, Chöephoroe, Eumenides. Translated by Lewis

Campbell, LL.D., late Professor of Greek at St. Andrews. 5s.

LUCIAN--Six Dialogues (Nigrinus, Icaro-Menippus, The Cock, The Ship,

The Parasite, The Lover of Falsehood). Translated by S. T. Irwin,
M.A., Assistant Master at Clifton; late Scholar of Exeter College,
Oxford. 3s. 6d.

SOPHOCLES--Electra and Ajax. Translated by E. D. A. Morshead, M.A.,

late Scholar of New College, Oxford; Assistant Master at
Winchester. 2s. 6d.

TACITUS--Agricola and Germania. Translated by R. B. Townshend, late

Scholar of Trinity College, Cambridge. 2s. 6d.

CICERO--Select Orations (Pro Milone, Pro Murena, Philippic II., In

Catilinam). Translated by H. E. D. Blakiston, M.A., Fellow and Tutor
of Trinity College, Oxford. 5s.

Methuen’s Commercial Series

BRITISH COMMERCE AND COLONIES FROM ELIZABETH TO VICTORIA.
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A MANUAL OF FRENCH COMMERCIAL CORRESPONDENCE. By S. E.

Bally, Modern Language Master at the Manchester Grammar
School. 2s.

COMMERCIAL GEOGRAPHY, with special reference to Trade Routes,

New Markets, and Manufacturing Districts. By L. D. Lyde, M.A., of
The Academy, Glasgow. 2s.

COMMERCIAL EXAMINATION PAPERS. By H. de B. Gibbins, M.A. 1s. 6d.

THE ECONOMICS OF COMMERCE. By H. de B. Gibbins, M.A. 1s. 6d.

A PRIMER OF BUSINESS. By S. Jackson, M.A. 1s. 6d.

COMMERCIAL ARITHMETIC. By F. G. Taylor, M.A. 1s. 6d.

Works by A. M. M. Stedman, M.A.

INITIA LATINA: Easy Lessons on Elementary Accidence. Second
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 Transcriber’s Note
The few errors deemed most likely to be the printer’s
have been corrected, and are noted here. The minor
errors in the section of advertisments have been
corrected with no further notice.
The references are to the page and line in the
original. The following issues should be noted, along
with the resolutions.
52.3 Shall you be at sister Sue’s Replaced.
wedding?[’/”]
132.21 “Not a bit! not a bit!” Restored.
exclaimed Pepperill. “I[’]ve
158.23 been turned off for sic:
[imperence] to his master, impertinence?
161.8 [“]That is just what spoils Added.
it.
170.5 We got on famous wi[’] Added.
Puddicombe;
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