[R] Kaplan Meier analysis: 95% CI wider in R than in SAS

Paul Miller pjmiller_57 at yahoo.com
Wed Apr 18 17:02:21 CEST 2012

Thanks for the clarification Dr. Therneau. Until I learn more about this I can at least remember that "plain" is bad.



--- On Mon, 4/16/12, Terry Therneau <therneau at mayo.edu> wrote:

> From: Terry Therneau <therneau at mayo.edu>
> Subject: Re: Kaplan Meier analysis: 95% CI wider in R than in SAS
> To: r-help at r-project.org, "Paul Miller" <pjmiller_57 at yahoo.com>
> Received: Monday, April 16, 2012, 8:30 AM
> On 04/14/2012 05:00 AM, r-help-request at r-project.org
> wrote:
> > Am replicating in R an analysis I did earlier using
> SAS. See this as a test of whether I'm ready to start using
> R in my day-to-day work.
> > ?
> > Just finished replicating a Kaplan Meier analysis.
> Everything seems to work out fine except for one thing. The
> 95% CI around my estimate for the median is substantially
> larger in R than in SAS. For example, in SAS I have a median
> of 3.29 with a 95% CI of [1.15, 5.29]. In R, I get a median
> of 3.29 with a 95% CI of [1.35,?13.35].
> > ?
> > Can anyone tell me why I get this difference?
> > 
> The confidence interval for the median is based on the
> confidence intervals for the curves.  There are several
> methods for computing confidence intervals for the curves:
> plain, log, log-log, or logit scale.  There are
> opinions on which is best, and it is a close race: except
> for the first of these.  The type "plain" intervals are
> awful, it's like putting me in one lane of a championship
> 100 meter dash.
> Until about version 9 the only option in SAS was "plain",
> then for a time it was still the default.  By 9.2 they
> finally went to loglog.
> Terry Therneau

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