>
> I'd like to find out whether or not the method, used in SPLUS, for
>computing the confidence interval for the median of a Kaplan Meier
>estimate is the method of
>Brookmeyer, Crowley, "A confidence Interval for the Median Survival
>Time", Biometrics, 38, 29-41, 1982.
>
> Interestingly, for the simple dataset of , (10, 15, 23, 30, 35, 52,
>100+) (and + indicates censoring)
> SPLUS gives, the median and CI as 30 (15, NA), (R reports the upper
>limit as inf)
>
> while SAS gives 30 (15,52)
>
> Chris Barker, Ph.D.
>Consulting Statistician
> CV Therapeutics
>
I don't have a copy of that issue of Biometrics so can't answer the question
directly, but I can tell you what survfit does do. I'm moderately sure that it
is the method found in said paper.
Given a set of pointwise confidence bands for the survival curve S(t), draw
a
horizontal line on the graph at S = .5. The median survival is where that line
intesects the curve S(t), the upper and lower confidence intervals are where it
intersects the lower and upper pointwise bands, respectively. If it does not
intersect, the corresponding end of the interval is unknown -- how to notate
that to the user is a matter of personal preference.
Beware! The quality of this procedure depends on the quality of the
original
pointwise bands. There are several methods to generate the bands, and lots of
papers comparing them.
empirical likelihood (Thomas and Grunkmeier): excellent
bootstrap methods: okay to excellent, depending on details of how its done
transformed CI, log, logit, log-log, etc: very good. Different papers rank
different ones of these first in the list.
plain, S(t) +- 1.96* std: poor
There is no excuse for a modern package to use the last of these, given the
literature. Guess which one is the default in SAS?
Terry Therneau
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