Effective sample sizes for confidence intervals for survival probabilities.

We examine various methods to estimate the effective sample size for construction of confidence intervals for survival probabilities. We compare the effective sample sizes of Cutler and Ederer and Peto et al., as well as a modified Cutler-Ederer effective sample size. We investigate the use of these effective sample sizes in the common situation of many censored observations that intervene between the time point of interest and the last death before this time. We note that there is no a priori reason to treat upper and lower confidence intervals in a symmetric fashion since censored survival data are by nature asymmetric. We recommend the use of the Cutler-Ederer effective sample size in construction of upper confidence intervals and the Peto effective sample size in construction of lower confidence intervals. Two examples with real data demonstrate the differences between confidence intervals formed with different effective sample sizes. This study also illustrates the need for caution in the application of simulation studies to real problems.