5 The Nelson–Aalen Estimator and Life Tables

The Kaplan–Meier estimator estimates the survival function. Its companion, the Nelson–Aalen estimator, estimates the cumulative hazard directly, and is the natural tool for checking whether a parametric model fits and for building the regression models later in the course. When data come grouped into intervals (deaths per year, as in insurance and demography), the older life-table or actuarial method is used. This section treats both.

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