Model-Assisted Cox Regression, Part II: Simultaneous Confidence Bands

• Activity Number: 29
• Type: Contributed
• Date/Time: Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
• Sponsor: Biometrics Section
• Author(s): Shoubhik Mondal*+ and Sundarraman Subramanian
• Companies: New Jersey Institute of Technology and New Jersey Institute of Technology
• Keywords: Counting process ; Empirical coverage ; Equal-precision type band ; Hall--Wellner type band ; Martingale ; Gaussian multiplier bootstrap

Abstract

In the first part published in Journal of Multivariate Analysis(JMVA), it was shown that standard Cox regression, combined with Dikta's semiparametric random censorship models, provides an effective framework for obtaining improved parameter estimates. Here, this methodology is exploited 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.