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Biometrika 1986 73(3):722-724; doi:10.1093/biomet/73.3.722
© 1986 by Biometrika Trust
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A note on the uncertainty of a survival probability estimated from Cox's regression model

DOUGLAS G. ALTMAN and PER KRAGH ANDERSEN

Division of Medical Statistics, MRC Clinical Research Centre Harrow, Middlesex HA1 3UJ, U.K.
Statistical Research Unit, University of Copenhagen DK-2200 Copenhagen N, Denmark

From a Cox regression model for censored survival data it is possible to estimate the t-year survival probability for an individual with covariates Z0, say. The variance of the estimate, however, depends not only on the value of the estimate but also on the particular covariate pattern z0. The dependence on z0 is studied and approximations to the variance are suggested which can be computed much more simply.

Key Words: Censored survival data • Covariate pattern • Cox regression model • Prognostic index


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