T. Karrison, CONFIDENCE-INTERVALS FOR MEDIAN SURVIVAL TIMES UNDER A PIECEWISE EXPONENTIAL MODEL WITH PROPORTIONAL HAZARDS COVARIATE EFFECTS, Statistics in medicine, 15(2), 1996, pp. 171-182
Brookmeyer and Crowley derived a non-parametric confidence interval fo
r the median survival time of a homogeneous population by inverting a
generalization of the sign test for censored data. The 1-alpha confide
nce interval for the median is essentially the set of all values t suc
h that the Kaplan-Meier estimate of the survival function at time t do
es not differ significantly from one-half at significance level alpha.
Here I extend the method to incorporate covariates into the analysis
by assuming an underlying piecewise exponential model with proportiona
l hazards covariate effects. Maximum likelihood estimates of the model
parameters are obtained via iterative techniques, from which the esti
mated (log) survival curve is easily constructed. The delta method pro
vides asymptotic standard errors. Following Brookmeyer and Crowley, I
find the confidence interval for the median survival time at a specifi
ed value of the covariate vector by inverting the sign test. I illustr
ate the methods using data from a clinical trial conducted by the Radi
ation Therapy Oncology Group in cancer of the mouth and throat. It is
seen that the piecewise exponential model provides considerable flexib
ility in accommodating to the shape of the underlying survival curve a
nd thus offers advantages to other, more restrictive, parametric model
s. Simulation studies indicate that the method provides reasonably acc
urate coverage probabilities.