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arXiv · 1808.00242

Wild Bootstrap based Confidence Bands for Multiplicative Hazards Models

Dennis Dobler·Markus Pauly·Thomas H. Scheike
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Abstract

We propose new resampling-based approaches to construct asymptotically valid time simultaneous confidence bands for cumulative hazard functions in multi-state 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. In extensive simulations we investigate their finite sample behaviour. Finally, the methods are utilized to analyze an empirical example.

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Dennis Dobler, Markus Pauly, Thomas H. Scheike. 2018-08-01. Wild Bootstrap based Confidence Bands for Multiplicative Hazards Models. https://arxiv.org/abs/1808.00242

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