Confidence bands for survival curves under the proportional

SUMMARY In this paper, we show how to construct simultaneous confidence bands for the subject-specific survival curve under the Cox proportional hazards model. The idea is to approximate the distribution of the normalized cumulative hazard estimator by a zero-mean Gaussian process whose distribution...

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Bibliographic Details
Published in:Biometrika 1994-03, Vol.81 (1), p.73-81
Main Authors: FLEMING, D. Y. LIN, T. R., WEI, L. J.
Format: Article
Language:English
Subjects:
Censoring
Counting process
Cox regression
Equal-precision band
Gaussian process
Hall-Wellner band
Martingale
Simultaneous inference
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Summary:SUMMARY In this paper, we show how to construct simultaneous confidence bands for the subject-specific survival curve under the Cox proportional hazards model. The idea is to approximate the distribution of the normalized cumulative hazard estimator by a zero-mean Gaussian process whose distribution can be easily generated through simulation. Numerical studies indicate that the proposed bands are appropriate for practical use. A liver disease example is presented.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/81.1.73