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 > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Göran Broström tel: +46 90 786 5223 Department of Statistics fax: +46 90 786 6614 Umeå University http://www.stat.umu.se/egna/gb/ SE-90187 Umeå, Sweden e-mail: [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html