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Confidence bands for multiplicative hazards models: Flexible resampling approaches
Author(s) -
Dobler Dennis,
Pauly Markus,
Scheike ThomasH.
Publication year - 2019
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.13059
Subject(s) - resampling , censoring (clinical trials) , covariate , proportional hazards model , multiplicative function , confidence interval , truncation (statistics) , computer science , statistics , mathematics , econometrics , mathematical analysis
We propose new resampling‐based approaches to construct asymptotically valid time‐simultaneous confidence bands for cumulative hazard functions in multistate Cox models. In particular, we exemplify the methodology in detail for the simple Cox model with time‐dependent covariates, where the data may be subject to independent right‐censoring or left‐truncation. We use simulations to investigate their finite sample behavior. Finally, the methods are utilized to analyze two empirical examples with survival and competing risks data.