[R] variance estimator for the cumulative incidence function
gb at stat.umu.se
Thu Feb 26 22:59:03 CET 2004
On Thu, Feb 26, 2004 at 07:48:40AM -0800, Thomas Lumley wrote:
> 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.
One option is to check the old classic, Kalbfleisch & Prentice (1980),
"The Statistical Analysis of Failure Time Data", Wiley. If I remember
correctly, you'll find Greenwood's formula there for the log survivor
function, which is what you want.
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Göran Broström tel: +46 90 786 5223
Department of Statistics fax: +46 90 786 6614
Umeå University http://www.stat.umu.se/egna/gb/
SE-90187 Umeå, Sweden e-mail: gb at stat.umu.se
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