Shared-fit Cox–Snell residuals reproduce the fitted survival curve

ID: shared-fit-cox-snell-residuals-reproduce-the-fitted-survival-curve

If a common Kaplan–Meier estimator is fitted and the same data are transformed to with censoring indicators retained, event ordering and risk sets are preserved under compatible tie conventions. At a transformed event time , the residual product-limit estimate equals . Consequently agreement of the pooled residual curve with the exponential target is largely built into the construction. Separate group curves or a model fitted with covariates can reveal differences concealed by the pooled fit. Residuals become infinite if the fitted survivor reaches zero.
// Target: survival-analysis.bigb

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