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12.8 SURVIVAL ANALYSIS 651<br />

technique, of which the Kaplan–Meier procedure is one. Nonparametric techniques are<br />

defined and discussed in detail in Chapter 13.<br />

Calculations for the Kaplan–Meier Procedure<br />

n =<br />

p 1 =<br />

p 2 =<br />

We let<br />

the number of subjects whose survival times are available<br />

the proportion of subjects surviving at least the first time period<br />

(day, month, year, etc.)<br />

the proportion of subjects surviving the second time period<br />

after having survived the first time period<br />

p 3 = the proportion of subjects surviving the third time period<br />

after having survived the second time period<br />

.<br />

p k = the proportion of subjects surviving the kth time period<br />

after having survived the 1k - 12th time period<br />

We use these proportions, which we may relabel pN 1 , pN 2 , pN 3 , . . . , pN k as estimates of<br />

the probability that a subject from the population represented by the sample will survive<br />

time periods 1, 2, 3, . . . , k, respectively.<br />

For any time period, t11 … t … k2, we estimate the probability of surviving the<br />

tth time period, p t , as follows:<br />

pN t =<br />

number of subjects surviving at least 1t - 12 time periods<br />

who also survive the tth period<br />

number of subjects alive at end of time period 1t - 12<br />

(12.8.1)<br />

The probability of surviving to time t, S1t2, is estimated by<br />

S N 1t2 = pN 1 * pN 2 * . . . * pN t<br />

(12.8.2)<br />

We illustrate the use of the Kaplan–Meier procedure with the following example.<br />

EXAMPLE 12.8.1<br />

To assess results and identify predictors of survival, Martini et al. (A-23) reviewed<br />

their total experience with primary malignant tumors of the sternum. They classified<br />

patients as having either low-grade (25 patients) or high-grade (14 patients) tumors.<br />

The event (status), time to event (months), and tumor grade for each patient are shown<br />

in Table 12.8.1. We wish to compare the 5-year survival experience of these two groups<br />

by means of the Kaplan–Meier procedure.<br />

Solution: The data arrangement and necessary calculations are shown in Table 12.8.2.<br />

The entries for the table are obtained as follows.<br />

1. We begin by listing the observed times in order from smallest to largest<br />

in Column 1.

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