Message-ID: <20040226215903.GA19633@stat.umu.se>
Date: 2004-02-26T21:59:03Z
From: Göran Broström
Subject: variance estimator for the cumulative incidence function
In-Reply-To: <Pine.A41.4.58.0402260746350.26046@homer19.u.washington.edu>
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.
> -thomas
>
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--
G?ran Brostr?m tel: +46 90 786 5223
Department of Statistics fax: +46 90 786 6614
Ume? University http://www.stat.umu.se/egna/gb/
SE-90187 Ume?, Sweden e-mail: gb at stat.umu.se