[R] variance estimator for the cumulative incidence function

Thomas Lumley tlumley at u.washington.edu
Thu Feb 26 16:48:40 CET 2004

On Thu, 26 Feb 2004, Pintilie, Melania wrote:

> Hi everyone,
> I am using the package cmprsk in R to estimate the cumulative incidence
> function and its variance. In the manual it is mentioned that the variance
> is calculated based on Dr. Aalen's paper (1978, Nonparametric estimation of
> partial transition probabilities in multiple decrement models).
> I would appreciate if someone could provide me with a source where the
> variance is expressed in a more readable way, for example as a sum.

It may well be that the simplest thing is to read the source code.
Survival analysis has pretty much moved to counting process notation.


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