Normal Approximation Diagnostics for the Cox Model



Summary. We discuss two diagnostic methods for assessing the accuracy of the normal approximated confidence region to the likelihood-based confidence region for the Cox proportional hazards model with censored data. The proposed diagnostic methods are extensions of the contour measures of Hodges (1987, Journal of the American Statistical Association82, 149–154) and Cook and Tsai (1990, Journal of the American Statistical Association85, 770–777) and the curvature measures of Jennings (1986, Journal of the American Statistical Association81, 471–476) and Cook and Tsai (1990). These methods are also illustrated in a study of hepatocyte growth factor in patients with lung cancer and a Mayo Clinic randomized study of participants with primary biliary cirrhosis.