Comparison of Survival Function Estimators for the Cox's Regression Model using Bootstrap Method

The Cox's regression model is frequently used for covariate effects in survival data analysis. But, much of the statistical work has focused on asymptotic behavior, so the small sample evaluation has been neglected. In this paper, we compare the small or moderate sample performances of the survival function estimators for the Cox's regression model using bootstrap method. The smoothed PL type estimator and the Link estimator are slightly better than corresponding the PL type estimator and the Nelson type estimator in the sense of the achieved error rates.