[R] Difference in Kaplan-Meier estimates plus CI

[Thomas Lumley]

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


-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland