IAI CS2 study plan
IAI CS2 · Give each week a clear focus.
8 weeks · About 7 hours per week
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.
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.
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.
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.
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.
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.
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.
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.