On 04/14/2012 05:00 AM, r-help-requ...@r-project.org wrote:
Am replicating in R an analysis I did earlier using SAS. See this as a test of 
whether I'm ready to start using R in my day-to-day work.
?
Just finished replicating a Kaplan Meier analysis. Everything seems to work out 
fine except for one thing. The 95% CI around my estimate for the median is 
substantially larger in R than in SAS. For example, in SAS I have a median of 
3.29 with a 95% CI of [1.15, 5.29]. In R, I get a median of 3.29 with a 95% CI 
of [1.35,?13.35].
?
Can anyone tell me why I get this difference?


The confidence interval for the median is based on the confidence intervals for the curves. There are several methods for computing confidence intervals for the curves: plain, log, log-log, or logit scale. There are opinions on which is best, and it is a close race: except for the first of these. The type "plain" intervals are awful, it's like putting me in one lane of a championship 100 meter dash.

Until about version 9 the only option in SAS was "plain", then for a time it was still the default. By 9.2 they finally went to loglog.

Terry Therneau

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