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Bootstrap pointwise confidence intervals for covariate-adjusted survivor functions in the Cox model

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  • Constantin Ruhe

    (Goethe University Frankfurt)

Abstract

Survival functions are a common visualization of predictions from the Cox model. However, neither Stata’s stcurve command nor the community-contributed scurve tvc command allows one to estimate confidence intervals. In this article, I discuss how bootstrap confidence intervals can be formed for covariate-adjusted survival functions in the Cox model. The new bsurvci com- mand automates this procedure and allows users to visualize the results. bsurvci enables one to estimate uncertainty around survival functions estimated from Cox models with time-varying coefficients, a capability that was not previously avail- able in Stata. Furthermore, it provides Stata users with an additional option for survival estimates from Cox models with proportional hazards by allowing them to choose between bootstrap confidence intervals using bsurvci and asymptotic confidence intervals from an existing community-contributed command, survci. Because asymptotic confidence intervals make distributional assumptions when constructing confidence intervals, the bootstrap procedure proposed in this article provides a nonparametric alternative.

Suggested Citation

  • Constantin Ruhe, 2019. "Bootstrap pointwise confidence intervals for covariate-adjusted survivor functions in the Cox model," Stata Journal, StataCorp LP, vol. 19(1), pages 185-199, March.
    • Handle: RePEc:tsj:stataj:v:19:y:2019:i:1:p:185-199
    DOI: 10.1177/1536867X19830915
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj19-1/gr0076/
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    1. Pavlova, Elitsa & Signore, Simone, 2021. "The European venture capital landscape: An EIF perspective. Volume VI: The impact of VC on the exit and innovation outcomes of EIF-backed start-ups," EIF Working Paper Series 2021/70, European Investment Fund (EIF).

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