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Confidence bands for multiplicative hazards models: Flexible resampling approaches
Authors:Dennis Dobler  Markus Pauly  ThomasH Scheike
Abstract: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.
Keywords:competing risks  counting processes  Cox regression  hazards  Martingale theory  multistate models  survival analysis
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