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Re: Kaplan Meier - confidence interval for the median

To: <Chris.Barker@cvt.com>, "Terry Therneau" <therneau@mayo.edu>
Subject: Re: Kaplan Meier - confidence interval for the median
From: "Garrett, Robert" <garrett@NRCan.gc.ca>
Date: Tue, 23 Sep 2008 10:00:32 -0400
Cc: <s-news@lists.biostat.wustl.edu>
In-reply-to: <200809231335.m8NDZaa19096@hsrnfs-101.mayo.edu>
Thread-index: AckdgWE6sPNqLC6BQvikCnwvmR5sGgAAfkaC
Thread-topic: [S] Kaplan Meier - confidence interval for the median
Here is another alternative that was shared on S-News many years ago that I use 
in a Tukey boxplot function.
The data are in temp and sssz is the data subset size:

if(notch) {
    v <- sort(temp)
    j <- qbinom(0.025, sssz, 0.5)
    lci <- v[j]
    uci <- v[sssz - j + 1]
    x <- c(hih, low, low, mid, low, low, hih, hih, mid, hih, hih)
    y <- c(bb[2], bb[2], lci, bb[3], uci, bb[4], bb[4], uci, bb[3],
         lci, bb[2])
    polygon(x, y, col = colr)
    lines(x, y)
}

This same script is used in the R package 'rgr'

        Bob Garrett

Robert G. (Bob) Garrett                 Robert G. (Bob) Garrett
Emeritus scientist              scientique émérite
Geological Survey of Canada     Commission géologique du Canada
Natural Resources Canada        Ressources naturelles Canada
601 Booth St., Ottawa, Ontario  601 rue Booth, Ottawa (Ontario) 
Canada K1A 0E8          Canada K1A 0E8
------------------------------------------------------------------------------------------------------
Tel.: 613+995-4517              FAX: 613+996-3726
Email: garrett@NRCan.gc.ca
website: http://gsc.nrcan.gc.ca/dir/index_e.php?id=4961
------------------------------------------------------------------------------------------------------

> ----------
> From:         
> s-news-owner@lists.biostat.wustl.edu[SMTP:s-news-owner@lists.biostat.wustl.edu]
>  on behalf of Terry Therneau[SMTP:therneau@mayo.edu]
> Reply To:     Terry Therneau
> Sent:         September 23, 2008 9:35 AM
> To:   Chris.Barker@cvt.com
> Cc:   s-news@lists.biostat.wustl.edu
> Subject:      Re: [S] Kaplan Meier - confidence interval for the median
> 
> 
>  >
>  > 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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