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From |
"Hugh Robinson" <hugh.robinson@umontana.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Relationship of Nelson-Aalen and Kaplan-Meier |

Date |
Tue, 22 Apr 2008 12:34:37 -0600 |

Thanks Maarten. Unfortunately Stata will give me either a standard error for the Nelson-Aalen estimator, or a standard error for the Kaplan-Meier survival estimate. The two are not equal as they're calculated a little bit differently. KM survival variance is calculated using Greenwood's formula and the variance of the NA hazard function is the sum of (# of events/ # at risk). Kaplan Meier estimates got to zero during periods when no subjects are at risk. Because of small samples sizes I would like to use the Nelson-Aalen estimator but still need to come up with a survival estimate and standard deviation. The Nelson-Aalen hazard function can be converted to a survival estimate that approximates KM survival using Skm = exp(-Hna). I'm wondering how to get an equivalent measure of KM survival variance from the Nelson-Aalen hazard function. I've found several texts that discuss the equivalence of the survival estimates but can't find anything that discusses how the variances equate. Thanks again. HR -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis Sent: Tuesday, April 22, 2008 2:37 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Relationship of Nelson-Aalen and Kaplan-Meier These are discussed in the methods and formulas section of the manual entry on -sts-. Anyhow, you can let Stata do the computations by typing -sts list-. Hope this helps, Maarten --- Hugh Robinson <hugh.robinson@umontana.edu> wrote: > 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 > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail. A Smarter Email http://uk.docs.yahoo.com/nowyoucan.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Relationship of Nelson-Aalen and Kaplan-Meier***From:*"Hugh Robinson" <hugh.robinson@umontana.edu>

**Re: st: Relationship of Nelson-Aalen and Kaplan-Meier***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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