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Simultaneous confidence bands for Cox regression from semiparametric random censorship

Author

Listed:
  • Shoubhik Mondal

    (New Jersey Institute of Technology)

  • Sundarraman Subramanian

    (New Jersey Institute of Technology)

Abstract

Cox regression is combined with semiparametric random censorship models to construct simultaneous confidence bands (SCBs) for subject-specific survival curves. Simulation results are presented to compare the performance of the proposed SCBs with the SCBs that are based only on standard Cox. The new SCBs provide correct empirical coverage and are more informative. The proposed SCBs are illustrated with two real examples. An extension to handle missing censoring indicators is also outlined.

Suggested Citation

  • Shoubhik Mondal & Sundarraman Subramanian, 2016. "Simultaneous confidence bands for Cox regression from semiparametric random censorship," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(1), pages 122-144, January.
  • Handle: RePEc:spr:lifeda:v:22:y:2016:i:1:d:10.1007_s10985-015-9323-2
    DOI: 10.1007/s10985-015-9323-2
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    References listed on IDEAS

    as
    1. Jimin Lee & Seunggeun Hyun, 2011. "Confidence bands for the difference of two survival functions under the additive risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 785-797, February.
    2. Dikta, Gerhard & Kvesic, Marsel & Schmidt, Christian, 2006. "Bootstrap Approximations in Model Checks for Binary Data," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 521-530, June.
    3. Dikta, Gerhard, 2014. "Asymptotically efficient estimation under semi-parametric random censorship models," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 10-24.
    4. Subramanian, Sundarraman, 2012. "Model-based likelihood ratio confidence intervals for survival functions," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 626-635.
    5. Yu Shen & S. C. Cheng, 1999. "Confidence Bands for Cumulative Incidence Curves Under the Additive Risk Model," Biometrics, The International Biometric Society, vol. 55(4), pages 1093-1100, December.
    6. Mondal, Shoubhik & Subramanian, Sundarraman, 2014. "Model assisted Cox regression," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 281-303.
    7. Guanghui Wei & Douglas E. Schaubel, 2008. "Estimating Cumulative Treatment Effects in the Presence of Nonproportional Hazards," Biometrics, The International Biometric Society, vol. 64(3), pages 724-732, September.
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    Cited by:

    1. Ali Al-Sharadqah & Majid Mojirsheibani, 2020. "A simple approach to construct confidence bands for a regression function with incomplete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 81-99, March.
    2. Sundarraman Subramanian, 2020. "Function-based hypothesis testing in censored two-sample location-scale models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(1), pages 183-213, January.
    3. Subramanian, Sundarraman, 2016. "Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 58-81.

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