Article ID Journal Published Year Pages File Type
1154906 Statistics & Probability Letters 2012 10 Pages PDF
Abstract

We introduce an adjusted likelihood ratio procedure for computing pointwise confidence intervals for survival functions from censored data. The test statistic, scaled by a ratio of two variance quantities, is shown to converge to a chi-squared distribution with one degree of freedom. The confidence intervals are seen to be a neighborhood of a semiparametric survival function estimator and are shown to have correct empirical coverage. Numerical studies also indicate that the proposed intervals have smaller estimated mean lengths in comparison to the ones that are produced as a neighborhood of the Kaplan–Meier estimator. We illustrate our method using a lung cancer data set.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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