Kaplan-Meier model

The first model for survival analysis we will discuss is the Kaplan-Meier model (also called the Kaplan-Meier estimator). We will start this section with a discussion model definition and learn how it is built. Then, we will close this section with an example of how to use this model in Python using the lifelines library. Let’s get started.

Model definition

The Kaplan-Meier estimator is defined by the following formula:

 ˆ S (t) = ∏ i:t i≤t  n i − d i _ n i 

Here, n i is the number of subjects at risk just before time t, d i is the number of death events at time t, and  ˆ S (t) (the survival function) is the probability that life is longer than t. The Π symbol used in the formula is like the symbol Σ; however, Π indicates multiplication. This means that the preceding formula will result in a multiplication...