Pointwise confidence intervals for the covariate-adjusted survivor function in the Cox model

Abstract

A graphical representation of the pointwise confidence intervals allows a researcher to easily assess the precision of estimators. In the absence of covariates, the official command sts graph can be used to plot these intervals for the survivor function or the cumulative hazard function; however, in the presence of covariates, sts graph is insufficient. The user-written command survci can be used to plot the pointwise intervals for the survivor function after the Cox model. In this article, I describe the current and new features of survci. The new features include pointwise confidence intervals for the cumulative hazard function and the support of stratified Cox models, as well as factor variables; available as of Stata 11. I describe the methods used in calculating pointwise confidence intervals in the Cox model for both the covariate-adjusted survivor function and the covariate-adjusted cumulative hazard function. I also demonstrate the syntax of survci using Stata's example cancer dataset, cancer.dta. © 2011 StataCorp LP.