variance estimator for the cumulative incidence function
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. -thomas