But it is very very unlikely to have a time with survival
probability of 0.9999 in a real data set. It would be
necessary huge data set. A Monte Carlo simulation could
put a little more light in this issue?

2012/4/16 Frank Harrell <f.harr...@vanderbilt.edu>

> Just generate some data where the estimated survival probability is 0.9999
> at
> a certain time.  The log-log transformation blows up.
> Frank
>
> Enrico Colosimo wrote
> >
> > What are the significant problems of the log-log transformations?
> > Any papers published about it?
> > Enrico.
> >
> >
> > 2012/4/14 Frank Harrell &lt;f.harrell@&gt;
> >
> >> I used log-log in my book too until Terry Therneau alerted me to the
> >> significant problems this creates.  In the 2nd edition it will use log
> >> S(t).
> >> Frank
> >>
> >> Paul Miller wrote
> >> >
> >> > Hello Drs. Colosimo and Harrell,
> >> >
> >> > Thank you for your replies to my question. From Dr. Colosimo, I was
> >> able
> >> > to determine that the SAS results can be replicated by adding the
> >> > option conf.type="log-log" to my code as in :
> >> >
> >> > survobj <- survfit(survfrm, conf.type="log-log", data=Survival)
> >> >
> >> > Originally, it looked like the SAS results could be replicated using
> >> > conf.type="plain". Applying this option to my actual data revealed
> that
> >> > this was not the case, however.
> >> >
> >> >>From Dr. Harrell, I learned that using conf.type="log-log" may not be
> >> such
> >> a good idea. Interestingly though, I've seen at least one instance where
> >> experts in the R community use this option in their book. The book is
> >> about
> >> 10 years old. So maybe opinion about the use of this option has shifted
> >> since then.
> >> >
> >> > Thanks,
> >> >
> >> > Paul
> >> >
> >> >       [[alternative HTML version deleted]]
> >> >
> >> >
> >> > ______________________________________________
> >> > R-help@ mailing list
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> >> > PLEASE do read the posting guide
> >> > http://www.R-project.org/posting-guide.html
> >> > and provide commented, minimal, self-contained, reproducible code.
> >> >
> >>
> >>
> >> -----
> >> Frank Harrell
> >> Department of Biostatistics, Vanderbilt University
> >> --
> >> View this message in context:
> >>
> http://r.789695.n4.nabble.com/Kaplan-Meier-analysis-95-CI-wider-in-R-than-in-SAS-tp4554559p4557695.html
> >> Sent from the R help mailing list archive at Nabble.com.
> >>
> >> ______________________________________________
> >> R-help@ mailing list
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> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
> >       [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@ mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>
> -----
> Frank Harrell
> Department of Biostatistics, Vanderbilt University
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Kaplan-Meier-analysis-95-CI-wider-in-R-than-in-SAS-tp4554559p4561432.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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