I would like to obtain the 95% confidence bands (not the piecewise confidence interval) for the conditional survival function from the Cox model using R. I know there are a lot of package to compute confidence bands for survival model, but not too many for the Cox model. I wonder if anyone would like to share with me the code or the package. Many thanks.
1 Answers
I was searching for the same thing and came up with the predictCox function from the riskRegression package. You can find the documentation for example here.
It's not very clear from the documentation but from reading the code on github (here) it would seem that in order to estimate bands you need to provide the arguments:
band=TRUE, se=TRUE and iid=TRUE
Related