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Published on: October 23, 2020
Bootstrap-type confidence intervals for quantiles of the survival distribution
1Department of Statistics (Division of Biostatistics), University of Florida, P.O. Box 100212, Gainesville, FL 32610-0212, U.S.A.
This study introduces a direct analytical method for calculating confidence intervals for survival quantiles with censored data. The new approach, using fractional order statistics, shows favorable coverage for median confidence intervals compared to other methods.
Area of Science:
- Biostatistics
- Survival Analysis
- Statistical Methods
Background:
- Estimating survival quantiles with right-censored data is crucial in medical research.
- Existing methods for confidence intervals often rely on inverting test statistics or other survival quantities.
- Incorporating covariates into survival analysis requires robust confidence interval estimation.
Purpose of the Study:
- To develop an easy-to-program, direct analytical method for calculating bootstrap-type confidence intervals for survival quantiles.
- To enable the incorporation of covariates within parametric survival models.
- To compare the performance of the new method against existing approaches for median confidence intervals.
Main Methods:
- The proposed method utilizes fractional order statistics and a beta transformation of the estimated survival function.
- It allows for both parametric and non-parametric approaches to survival function estimation.
- The method provides a direct calculation of confidence intervals, unlike indirect methods.
Main Results:
- The new analytical method is straightforward to program and implement.
- It successfully incorporates covariates into parametric survival models.
- Favorable coverage probabilities were observed for median confidence intervals generated by this method compared to six other methods.
Conclusions:
- This novel method offers a direct and efficient way to compute confidence intervals for survival quantiles with censored data.
- The approach is versatile, accommodating both parametric and non-parametric models and covariate incorporation.
- The demonstrated superior performance in coverage probabilities highlights its utility in survival data analysis.
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