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Simultaneous non‐parametric confidence intervals for survival probabilities from censored data
Author(s) -
Afifi A. A.,
Elashoff R. M.,
Lee J. J.
Publication year - 1986
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780050612
Subject(s) - bonferroni correction , confidence interval , statistics , estimator , mathematics , survival analysis , survival function , parametric statistics , kaplan–meier estimator , econometrics , medicine
In medical studies with censored data Kaplan and Meier's product limit estimator has frequent use as the estimate of the survival function. Simultaneous confidence intervals for the survival function at various time points constitute a useful addition to the analysis. This study compares several such methods. We consider in a simulation investigation two whole curve confidence bands and four methods based on the Bonferroni inequality. The results show that three Bonferroni‐type methods are essentially equivalent, all being better than the other methods when the number of time points is small (3 or 5).