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Is there a method out there that can compare the the KM estimate (i.e. survival proportion) at a specific time point (e.g. 5-year) across more than 2 groups? For example, a clinician would like to know if the survival probability at 5 years is different between groups. For groups = 2, the situation is simple in that I can assume each KM estimate is asymptotically normal and then apply Delta theorem to compute a z-score from the estimated difference and standard errors in KM estimates between 2 groups. Does anyone know of a method that will produce a statistic for >2 groups?

Right now I'm considering some sort of joint multivariate normal distribution with independent covariance matrix, but perhaps this has been derived before in the literature.

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  • $\begingroup$ Now I am interested in this question. Could you explain in detail what you do for two groups? $\endgroup$
    – Viktor
    Commented Oct 27, 2018 at 8:40

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