IAI CS2 study materials
IAI CS2 study resources

IAI CS2 study plan

IAI CS2 · Give each week a clear focus.

8 weeks · About 7 hours per week

Week 1

Survival models and lifetime distributions

  • Derive the survival function, hazard function and cumulative hazard from a given density, and state the relationships among S(t), f(t), h(t) and H(t) without notes

  • Distinguish between censoring types (right, left, interval, informative) and explain for each the assumption needed for the Kaplan-Meier estimator to be consistent

  • Compute and interpret the Kaplan-Meier estimator and Nelson-Aalen estimator by hand for a small dataset containing ties and a censored observation

  • Derive the mean and variance of the exponential and Weibull lifetime distributions and explain how the shape parameter governs monotone versus non-monotone hazard

  • Compare Gompertz-Makeham, gamma, log-normal and log-logistic lifetime distributions in terms of hazard shape and the kind of mortality or failure data each fits best

Your checkpoint

A single handwritten or typed one-page formula sheet linking S, f, h and H, plus four worked small-sample examples (exponential, Weibull, log-logistic, Gompertz) computing S(t) and h(t) at specified times, self-marked against the derivations.

Week 2

Survival models and lifetime distributions & Estimation and graduation of survival models

  • Derive the partial likelihood contribution of a right-censored observation and the full likelihood under parametric survival models, distinguishing the roles of the density and the survival term

  • Apply the delta method to obtain the approximate variance of a transformed survival probability or cumulative hazard estimate

  • Explain the actuarial (life table) graduation approach: crude central death rates, exposure-to-risk, and the choice of initial exposed-to-risk

  • Describe the principle of smoothness in graduation and contrast graduation by parametric formula, by spline, and by standard-table adjustment

  • Test a graduated set of rates for goodness of fit using chi-square and for smoothness using third-difference statistics, and interpret each test

Your checkpoint

A worked graduation exercise on a small life-table dataset: compute crude rates, fit a Gompertz-Makeham graduation, and report both a chi-square goodness-of-fit test and a smoothness statistic with written interpretation.

Week 3

Regression models for survival data (Cox proportional hazards and parametric alternatives)

  • Derive the Cox partial likelihood, explain why the baseline hazard cancels, and state the proportional hazards assumption formally in terms of the hazard ratio

  • Interpret Cox regression coefficients as log hazard ratios, construct Wald and likelihood-ratio confidence intervals, and explain how the Efron versus Breslow tie-handling methods differ

  • Test the proportional hazards assumption using scaled Schoenfeld residuals, a log-minus-log plot, and a time-by-covariate interaction, and state what to do when it fails

  • Fit and compare exponential, Weibull and Cox models on the same data, and explain when a parametric model gives more efficient estimates than Cox

  • Explain stratified Cox models and time-dependent covariates, including why time-dependent covariates break the usual interpretation of the baseline hazard

Your checkpoint

A written comparison of a Cox model and a Weibull accelerated-failure-time model fitted to the same dataset, reporting hazard ratios, AIC or log-likelihood comparison, a Schoenfeld residual test of proportional hazards, and a paragraph on which model you would defend and why.

Week 4

Generalised linear models

  • Write the exponential family density in canonical form and derive the mean and variance from the cumulant function for binomial, Poisson and gamma families

  • Derive the score equations and Fisher information for a generalised linear model, and explain the role of the canonical link in simplifying them

  • Explain the IRLS algorithm step by step and hand-compute two iterations for a small logistic regression dataset

  • Diagnose overdispersion in binomial and Poisson models, and fit a quasi-likelihood or negative binomial alternative with correct standard errors

  • Interpret deviance, Pearson residuals, and the analysis of deviance table for nested GLMs, and explain why deviance residuals are preferred for non-normal responses

Your checkpoint

A hand-worked IRLS solution for a logistic regression with two covariates over at least two iterations, checked against software output to four decimal places, with a short note on the convergence criterion used.

Week 5

Generalised linear models & Bayesian statistics and computational methods

  • Specify priors for GLM coefficients and derive the posterior up to proportionality for a logistic model with a normal prior

  • Explain conjugacy for the beta-binomial and normal-normal cases, and derive the posterior parameters

  • Distinguish credible intervals from confidence intervals and explain the role of the prior in small-sample and separated-data settings

  • Describe the Metropolis-Hastings and Gibbs samplers, state the acceptance ratio, and explain why the target must be the full conditional or a reversible kernel

  • Diagnose MCMC convergence using trace plots, Gelman-Rubin statistics and effective sample size, and explain the effect of thinning and burn-in

Your checkpoint

A written derivation of the posterior for a beta-binomial model with a Beta(a,b) prior, including the posterior mean and variance, plus a hand-computed Metropolis-Hastings acceptance ratio for two candidate parameter values.

Week 6

Bayesian statistics and computational methods & Statistical modelling with R and data analysis

  • Implement a random-walk Metropolis sampler and a Gibbs sampler for a small Bayesian GLM in R, and explain each line of the code

  • Fit a Bayesian survival model with a parametric baseline and a prior on the regression coefficients, and interpret the posterior hazard ratios

  • Explain the difference between a prior predictive and a posterior predictive check and use one on fitted data

  • Write R code that fits Cox, Weibull and logistic models, extracts coefficients and confidence intervals, and produces a forest plot

  • Explain how to handle missing data in survival analysis, distinguishing complete-case, multiple imputation and likelihood-based approaches

Your checkpoint

An R script of no more than 150 lines that fits a Cox model and a Bayesian parametric survival model to one dataset, prints posterior and frequentist hazard ratios side by side, and saves a forest plot; the script must run from a clean session.

Week 7

Statistical modelling with R and data analysis & Estimation and graduation of survival models & Regression models for survival data (Cox proportional hazards and parametric alternatives)

  • Reproduce a full survival analysis workflow in R from raw data: cleaning, censoring checks, Kaplan-Meier curves, log-rank test and Cox model

  • Simulate survival data from a Weibull model with a known covariate effect and check that the fitted model recovers the true parameters within the confidence interval

  • Apply a parametric graduation to a mortality dataset in R and compare the graduated rates with the crude rates graphically

  • Explain the log-rank test statistic and its relationship to the Cox score test, and state the null and alternative hypotheses precisely

  • Interpret output from a standard survival package including the concordance statistic and the global test of proportional hazards

Your checkpoint

A reproducible R Markdown report of at most six pages containing a full survival analysis of one dataset, including Kaplan-Meier curves, a log-rank test, a Cox model with diagnostics, and a simulation check that the estimator recovers a known effect.

Week 8

Survival models and lifetime distributions & Estimation and graduation of survival models & Regression models for survival data (Cox proportional hazards and parametric alternatives) & Generalised linear models & Bayesian statistics and computational methods & Statistical modelling with R and data analysis

  • Solve three timed mixed-topic problem sets under exam conditions and mark them against a rubric

  • List every formula you got wrong in weeks 1 to 7 and re-derive each one from first principles

  • Explain in writing the differences among Cox, Weibull and accelerated-failure-time models, and when each is preferred

  • Explain in writing how a GLM, a Bayesian GLM and a survival model share the same likelihood and inference machinery

  • Produce a final one-page summary sheet covering the key formulas and model-selection rules for all six domains

Your checkpoint

Three completed timed mock papers with scores recorded, a list of at least ten corrected errors with the re-derivation for each, and a final one-page summary sheet covering all six domains.

Milestones

Week 2: Can derive S, f, h and H for exponential, Weibull and log-logistic distributions from memory, and can compute a Kaplan-Meier estimate and a graduation chi-square test on a small dataset without notes.

Week 4: Scores at least 70 percent on a self-set 10-question test covering domains 1 to 4, and can hand-compute two IRLS iterations for a logistic regression correctly.

Week 6: Has a working R script that fits both a frequentist Cox model and a Bayesian parametric survival model, and can explain every line of both samplers used.

Week 8: Scores at least 75 percent on all three timed mock papers, with no domain below 60 percent, and has a completed one-page formula sheet for all six domains.