Computational formulas in cifcurve()7 months ago
Formulas for the Kaplan–Meier estimator | Formulas for the Aalen-Johansen estimator | It is known that the Aalen-Johansen estimator can be expanded under regularity conditions as$$n^{1/2}{\hat F_k(t) - F_k(t)} = n^{-1/2} \sum_{i=1}^n IF_{ik}(t) + o_p(1)$$and the process $n^{1/2}{\hat F_{ik}(t) - F_{ik}(t)}$ converges weakly to a tight Gaussian process. Here $IF_{ik}(t)$ is the influence function, the contribution of $i$-th observation to the Aalen-Johansen estimator, and may be written as$$IF_{ik}(t) =\int_0^t\frac{n S(u^-)}{Y(u)},dM_i(u) | Confidence interval options
cifmodeling 1.0.0Shiro Tanaka v3_formulas.Rmd