Semiparametric simultaneous confidence bands for the difference of survival functions.

In the analysis of censored survival data, simultaneous confidence bands are useful devices to help determine the efficacy of a treatment over a control. Semiparametric confidence bands are developed for the difference of two survival curves using empirical likelihood and compared with the nonparametric counterpart. Simulation studies are presented to show that the proposed semiparametric approach is superior, with the new confidence bands giving empirical coverage closer to the nominal level. Further comparisons reveal that the semiparametric confidence bands are tighter and, hence, more informative. For censoring rates between 10 and 40 %, the semiparametric confidence bands provide a relative reduction in enclosed area amounting to between 2 and 10 % over their nonparametric bands, with increased reduction attained for higher censoring rates. The methods are illustrated using an University of Massachusetts AIDS data set.