2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics
2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics
2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics
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CHAPTER 2 ST 745, Daowen Zhang<br />
2. Delta-method using Nelson-Aalen estimator: [0.114, 0.784].<br />
3. exponentiating the 95% CI for cumulative hazard using <strong>Kaplan</strong>-<strong>Meier</strong> estimator: [0.178, 0.949].<br />
4. <strong>Kaplan</strong>-<strong>Meier</strong> estimator together with Greenwood’s formula for variance: [0.068, 0.754].<br />
These are relatively close <strong>and</strong> the approximations become better with larger sample sizes.<br />
Of the different methods for constructing confidence intervals, “usually” the most accurate<br />
is based on exponentiating the confidence intervals for the cumulative hazard function based on<br />
Nelson-Aalen estimator. We don’t feel that symmetry is necessarily an important feature that<br />
confidence interval need have.<br />
Summary<br />
1. We first estimate S(t) byKM(t) = � �<br />
x