The Breslow estimator of the nonparametric baseline survivor function in Cox's regression model: some heuristics.

Most survival analysis textbooks explain how the hazard ratio parameters in Cox's life table regression model are estimated. Fewer explain how the components of the nonparametric baseline survivor function are derived. Those that do often relegate the explanation to an "advanced" section and merely present the components as algebraic or iterative solutions to estimating equations. None comment on the structure of these estimators. This note brings out a heuristic representation that may help to de-mystify the structure.