STCBAND: Stata module to compute Equal precision and Hall-Wellner confidence band for survival function

Enzo Coviello ()
Additional contact information
Enzo Coviello: Dipartimento di Prevenzione Az. USL Ba/1

Statistical Software Components from Boston College Department of Economics

Abstract: stcband graphs and optionally saves the confidence bands for the survival function. The usual pointwise confidence interval the survival function are valid for a single fixed time. Often limits which contains S(t) for all t in an interval [tlow,tup] are of interest. Two important types of confidence bands are the equal precision bands (Nair,1984) and the Hall-Wellner bands (Hall and Wellner, 1980). To construct these confidence bands critical values are taken from NairTables.dta or HallWellnerTables.dta. There are three possible forms for the confidence bands: linear, log-minus-log and arcsine-square root transformed.

Language: Stata
Requires: Stata version 9.0
Keywords: survival function; confidence band; equal precision confidence band; Nair; Hall-Wellner confidence band (search for similar items in EconPapers)
Date: Written 2008-03-27
Note: This module may be installed from within Stata by typing "ssc install stcband". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/stcband.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stcband.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stcband_example.ado example program (text/plain)
http://fmwww.bc.edu/repec/bocode/n/NairTables.dta ancillary data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/h/HallWellnerTables.dta ancillary data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/b/BMT.dta sample data file (application/x-stata)

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