The Kaplan-Meier Estimator
Building a survival curve one risk set at a time, and why the bookkeeping is the whole idea
An introduction to survival analysis -- what makes time-to-event data different from ordinary regression or time series, and a taxonomy of nonparametric, semiparametric, and parametric survival models -- followed by a from-scratch derivation of the Kaplan-Meier estimator. Builds the product-limit formula from risk-set bookkeeping, works a real 21-patient leukemia remission dataset, derives Greenwood's variance formula and the log-log confidence interval, and shows numerically why two common shortcuts for handling censored data produce badly biased survival curves.
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