On Fri, Mar 9, 2012 at 3:08 AM, Terry Therneau <[email protected]> wrote:
> A note on standard errors: S(t) +- std is a terrible confidence
> interval. You will be much more accurate if you use log scale. (Some
> argue for logit or log-log, in truth they work well.) If n is large
> enough, however, you should be ok.
Very true, but if one really wants a confidence interval for
S_1(t)-S_2(t) (not for S_1(t)/S_2(t)) then one is pretty much forced
to use the raw probability scale.
-thomas
--
Thomas Lumley
Professor of Biostatistics
University of Auckland
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