Confidence bands for survival curves under the proportional: Hazards model

Abstract

SUMMARY In this paper, we show how to construct simultaneous confidence bands for the subjectspecific 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.