statsmodels.duration.survfunc.SurvfuncRight.quantile_ci

SurvfuncRight.quantile_ci(p, alpha=0.05, method='cloglog')[source]

Returns a confidence interval for a survival quantile.

Parameters:

  • p (float) – The probability point for which a confidence interval is determined.

  • alpha (float) – The confidence interval has nominal coverage probability 1 - alpha.

  • method (str) – Function to use for g-transformation, must be …

Returns:

  • lb (float) – The lower confidence limit.

  • ub (float) – The upper confidence limit.

Notes

The confidence interval is obtained by inverting Z-tests. The limits of the confidence interval will always be observed event times.

References

The method is based on the approach used in SAS, documented here: