Can anyone tell me how to calculate the variance of a Kaplan-Meier
survival estimate derived from the Nelson-Aalen hazard function?
For instance, Stata provides a Standard Error of 0.08 for a cumulative
NA hazard of 0.22. The hazard function is easily converted to the
Kaplan-Meier equivalent as S= exp(-H). In this case the equivalent
Kaplan-Meier S = exp(-0.22)=0.80. However I am unclear as how to
calculate the equivalent variance. According to Cleves et al, Stata
uses the Greenwood method to calculate standard error for Kaplan-Meier
estimates. A second source suggests that variance should be the same
for both and calculated as the sum of (# of events/# at risk) for each
time step.
Thanks.
HR
Hugh S Robinson Ph.D.
Postdoctoral Researcher
Wildlife Biology Program
College of Forestry and Conservation
University of Montana
Missoula, MT 59802
(406) 243-4128
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