Confidence intervals estimation for survival function in Weibull proportional hazards regression based on censored survival time data

Abstract

Weibull distribution plays a central role in the analysis of survival or life time data. Link (1984, 1986) presented a confidence interval estimate of survival function using Cox's proportional hazard model with covariates. Her idea more recently extended by Alakus et al. (2007) to the exponential distribution and Alakus et al. (2007) to exponential proportional hazard model, respectively. Alakus (2010) studied confidence intervals for survival function from Weibull distribution. The same idea may be extended to the Weibull proportional hazard model provided that the survival times have a Weibull distributed random variable. In this study, we formed confidence interval for Weibull survival function for any values of the time and the covariates. Real data examples are also considered for illustrating the discussed confidence interval.