Survival Analysis Notes

S t p y t p y t y tk p y tk nk dk nk p

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: survival is P (Y ≥ t |Y ≥ tj ) ≈ 1 − dj /nj = nj − dj nj for tj ≤ t < tj +1 Suppose we now take t so that tk ≤ t < tk +1 Survivor function estimate based on conditional probability. S (t ) = P (Y ≥ t ) = P (Y ≥ t |Y ≥ tk )P (Y ≥ tk ) nk − dk nk P (Y ≥ tk ) UNM Apply the same idea so that P (Y ≥ tk ) = P (Y ≥ tk |Y ≥ tk −1 )P (Y ≥ tk −1 ) nk −1 − dk −1 nk −1 P (Y ≥ tk −1 ) An estimate of the survivor function is S ∗ (t ) where S ∗ (t ) = nk − dk nk nk −1 − dk −1 nk −1 Keep going until we get to, P (Y ≥ t1 ) = P (Y ≥ tk −1 ) n1 −d1 n1 . UNM The...
View Full Document

Ask a homework question - tutors are online