SOME SMALL–SAMPLE NON–PROPORTIONAL HAZARDS RESULIS FOR THE KAPLAN–MEIER ESTIMATOR

J.H.J. Geurts

Statistica Neerlandica, 1985, vol. 39, issue 1, 1-13

Abstract: CHEN, HOLLANDER and LANGBERG (1982) presented exact small–sample results for the KAPLAN–MEIER (1958) estimator under the proportional hazards model. We present simulation results for the same estimator for small samples in a number of cases where the hazard rates are not proportional. These suggest that the proportional hazards results, especially with regard to the Mean Square Error, are typical for a fairly large variety of “non–proportionalities” that may be encountered in practice. Thus the MSE of the KAPLAN–MEIER estimator appears to be rather robust against deviations from proportionality of the survival and censoring hazard rates. We illustrate the practical importance of this property by two examples.

Date: 1985
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