[R] Difference in Kaplan-Meier estimates plus CI

Thomas Lumley tlumley at uw.edu
Thu Mar 8 20:30:06 CET 2012

On Fri, Mar 9, 2012 at 3:08 AM, Terry Therneau <therneau at mayo.edu> wrote:

> A note on standard errors:  S(t) +- std is a terrible confidence
> interval.  You will be much more accurate if you use log scale.  (Some
> argue for logit or log-log, in truth they work well.)   If n is large
> enough, however, you should be ok.

Very true, but if one really wants a confidence interval for
S_1(t)-S_2(t)  (not for S_1(t)/S_2(t)) then one is pretty much forced
to use the raw probability scale.


Thomas Lumley
Professor of Biostatistics
University of Auckland

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