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Biometrika 2003 90(3):717-723; doi:10.1093/biomet/90.3.717
© 2003 by Biometrika Trust
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Miscellanea

Estimating subject-specific survival functions under the accelerated failure time model

Yuhyun Park1 and L.J. Wei1

1 Department of Biostatistics, Harvard School of Public Health, 677 Huntington Avenue, Boston, Massachusetts 02115, U.S.Aypark{at}hsph.harvard.edu wei{at}hsph.harvard.edu

We use the semiparametric accelerated failure time model to predict the survival function and its related quantities for future subjects with a given set of covariates.We derive the large-sample distribution for the subject-specific cumulative hazard function estimate. We then propose a simple resampling technique for constructing pointwise confidence intervals and simultaneous bands for the corresponding survival function and its quantile function over a properly selected time interval. The new proposals are illustrated with the Mayo primary biliary cirrhosis data.

Key Words: Confidence band; Cumulative hazard function; Gaussian process; Martingale; Proportional hazards model

Received April 2002. Revised January 2003


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