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Survival Analysis Using SAS®: A Practical Guide by Paul D. Allison

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The Kaplan-Meier Method

In biomedicine, the Kaplan-Meier (KM) estimator is the most widely used method for estimating survivor functions. Also known as the product-limit estimator, this method had been in use for many years prior to 1958 when Kaplan and Meier showed that it was, in fact, the nonparametric maximum likelihood estimator. This gave the method a solid theoretical justification.

When there are no censored data, the KM estimator is simple and intuitive. Recall from Chapter 2, “Basic Concepts of Survival Analysis,” in the section Describing Survival Distributions, that the survivor function S(t) is the probability that an event time is greater than t, where t can be any nonnegative number. When there is no censoring, the KM estimator ...

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