JSM 2005 - Toronto

Abstract #302452

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Activity Number: 3
Type: Invited
Date/Time: Sunday, August 7, 2005 : 2:00 PM to 3:50 PM
Sponsor: JASA, Reviews
Abstract - #302452
Title: The Price of Kaplan-Meier
Author(s): Theodore G. Karrison and Paul Meier*+ and Rick Chappell and Hui Xie
Companies: The University of Chicago and Columbia University and University of Wisconsin, Madison and Boston University
Address: Mailman School of Public Health, New York, NY, 10032,
Keywords: Efficiency ; Kaplan-Meier estimator ; Mean squared error ; Parametric modeling ; Restricted Mean
Abstract:

Miller studied the asymptotic efficiency of the Kaplan-Meier survival estimator relative to parametric estimates based on the exponential and Weibull distributions. He concluded that, in certain cases, the efficiency is low, He recommended analysts give more consideration to parametric estimators. In this paper, we examine the efficiency of the nonparametric procedure not only for estimation of a point on the survival curve, but also for estimation of the mean (or restricted mean) lifetime. We also consider the performance of the Kaplan-Meier procedure relative to a flexible parametric model proposed by Efron. We find the reduction in efficiency becomes negligible fairly quickly as the number of parameters in the model increases. Moreover, for estimation of the mean or restricted mean, the loss in efficiency is small or nil. We conclude that a parametric estimate of the survival curve may be necessary in certain extreme situations, such as when the sample size is very small. For the mean or restricted mean, the nonparametric approach is unbiased, entails little loss in efficiency, and therefore would generally be preferred over a parametric-based estimate.

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Revised March 2005