When a keep-alive request is granted the established socket is kept open after each keep-alive response. Note that a keep-alive response is only possible when the response includes a content-length header.

request 1 request 2 request 3 request 4
20 bytes 120 bytes 60 bytes ?? bytes
You cannot rely on the keep-alive feature for any sort of application-level session state maintenance.

Using Output Buffering to get content-length
<?php
    ob_start();
    echo "Your Data";
    $l = ob_get_length();
    Header("Content-length: $l");
    ob_end_flush();
?>
You will have to weigh the trade-off between the extra cpu and memory that output buffering takes against the increased effciency of being able to use keep-alive connections for your dynamic pages.