Confidence bands in survival analysis.

ABSTRACT:

Background

Providing estimates of uncertainty for statistical quantities is important for statistical inference. When the statistical quantity of interest is a survival curve, which is a function over time, the appropriate type of uncertainty estimate is a confidence band constructed to account for the correlation between points on the curve, we will call this a simultaneous confidence band. This, however, is not the type of confidence band provided in standard software, which is constructed by joining the confidence intervals at given time points.

Methods

We show that this type of band does not have desirable joint/simultaneous coverage properties in comparison to simultaneous bands.

Results

There are different ways of constructing simultaneous confidence bands, and

SUBMITTER: Sachs MC 

PROVIDER: S-EPMC9596446 | biostudies-literature | 2022 Nov

REPOSITORIES: biostudies-literature