Normal approximation diagnostics for the Cox model

We discuss two diagnostic methods for assessing the accuracy of the normal approximated confidence region to the likelihood-based confidence region fo r the Cox proportional hazards model with censored data. The proposed diagn ostic methods are extensions of the contour measures of Hedges (1987, Journ al of the American Statistical Association 82, 149-154) and Cook and Tsai ( 1990, Journal of the American Statistical Association 85, 770-777) and the curvature measures of Jennings (1986, Journal of the American Statistical A ssociation 81, 471-476) and Cook and Tsai (1990). These methods are also il lustrated in a study of hepatocyte growth factor in patients with lung canc er and a Mayo Clinic randomized study of participants with primary biliary cirrhosis.