Hi everyone,
I would like to conduct a Kaplan-Meier Survivorship analysis with JMP (version 15.2.1). I want the confidence intervals to be calculated with the Greenwood log-log approach. But I am not sure which formula JMP uses and I cannot find anything about that.
Does anyone know if the upper and lower 95% values in the JMP survival analysis is calculated with the Greenwood log-log approach? If it is calculated in a different way, is it possible to set the calculation method somewhere in JMP?
Thank you very much for your help.
The following formula for Sigma(S(t)) on that page is same for LOGIT and LOGLOG.
But different transformations then calculate standard errors of the transformed quantities differently, using the same quantity above.
This page lists how the quantity is used in different transformations https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_lifetest_a0...
JMP follows the LOGIT path.
Maybe a SAS documentation can clarify it.
I am not sure whether "Greenwood log-log" in particular is the same or not.
JMP only provides one method.
Thank you for your quick reply.
I know that the Greenwood formula with a log-log transform is the default in SAS v9.2 onwards. Though I am not sure if it is the default in JMP version 15.2.1.
I think I understand the question now. Are you talking about the option CONFTYPE on this page: https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_lifetest_se...
If so, JMP implements LOGIT and that is the only method that JMP provides.
Thank you very much. Sorry for my misleading question.
Half of my question is already answered. Unfortunately I would have needed the CONFTYPE "LOGLOG".
Moreover, I am looking for the formula with which the estimated standard error is calculated in JMP15.2.1.
The Greenwood's formula is used in SAS 9.2 and is stated on this page:
PROC LIFETEST: Product-Limit Method :: SAS/STAT(R) 9.2 User's Guide, Second Edition
The following formula for Sigma(S(t)) on that page is same for LOGIT and LOGLOG.
But different transformations then calculate standard errors of the transformed quantities differently, using the same quantity above.
This page lists how the quantity is used in different transformations https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_lifetest_a0...
JMP follows the LOGIT path.
Thanks a lot for your perfect explanation.