Hello,
I am trying to migrate a survival analysis out of PROC LIFETEST and into PROC PHREG and ran into some incongruencies that I want to make sure I understand. Specifically, I am confused by the difference between the confidence bands generated for my survival curves when I use PROC LIFETEST and PROC PHREG. Any feedback would be hugely appreciated (including links to technical documentation if that would help).
The options for survival confidence bands under PROC LIFETEST are Hall Wellner bands (cb=hw) or equal precision bands (cb=ep).
The options for survival confidence bands under PROC PHREG are log (clytpe=log), loglog (clytype=loglog), and normal (cltype=normal). It seems like when I specify cltype=log in PROC PHREG, my confidence intervals are close to the Hall Wellner bands I get from PROC LIFETEST. However they are not exactly the same. While I would love to have a conceptual understanding of the difference between these two procedures, the important question is this: Is this variation that I need to be concerned about or is it simply because the two procedures are using slightly different (but similarly valid) approaches to calculating confidence intervals? Also a secondary question: Are there settings that I can apply in LIFETEST and PHREG that will generate identical survival functions and confidence bands?
Here are some things I think I understand to be true:
Two releveant references that I found informative:
Some of the difference between the result is that it is not estimating the same thing. The confidence intervals you get from PHREG is pointwise confidence intervals, calculated on some specific scale (log, logit or loglog).
But this Hall Wellner bands should be interpretated uniformly in the sense that with 5% probability there is some point where the true curve is outside the band.
Some of the difference between the result is that it is not estimating the same thing. The confidence intervals you get from PHREG is pointwise confidence intervals, calculated on some specific scale (log, logit or loglog).
But this Hall Wellner bands should be interpretated uniformly in the sense that with 5% probability there is some point where the true curve is outside the band.
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