[R-sig-Epi] Left truncated and right censored data

[Thomas Lumley]

On Fri, 11 Nov 2005, Martina Gandini wrote:

> I have a question concerning a non parametric estimator for left truncated
> and right censored data. I see that the function
>
>
> survfit(Surv(time1, time2, status) ~ group, data=mydata)
>
>  (where time1= left truncation time
>   time2= follow=up time
>   status= 0:censored 1:not censored)
>
> do this, but what's the method used? Is it a Lynden-Bell (Woodroofe)
> estimator or something else?

I don't know what names it is called, but it is the cumulative product of
    1 - number of events/number at risk
over time points.  This is the nonparametric MLE, and reduces to the 
Kaplan-Meier estimator in the absence of truncation.

 	-thomas