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JuliaStats / Survival.jl

Survival analysis in Julia
MIT License
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unclear std error for Kaplan Meier estimator #22

Open tbeason opened 4 years ago

tbeason commented 4 years ago

The standard error for the Kaplan-Meier estimator returns what I would consider to be only "half" of the correct value. Perhaps this is just a misunderstanding on my part, but I think it should return the square root of the variance of the survival function. Right now, it does not. To actually make it the standard error of the survival curve, you need to multiply the two (AKA km.survival .* km.stderr).

Should I make a PR to fix this, or was it intentional?

ararslan commented 2 years ago

Currently it computes the pointwise standard error of the log of the survivor function using Greenwood's formula. I forget why exactly I opted for that but likely it was because that's also what R does (which is what this implementation tests against).