-mean Gaussian process a W ^ and its covariance function is comparatively insensitive to the choice of weight function. Hence, than h(t) for simplicity, we consider only the process Vn (t) = n(ln(h(t)) – ln(h(t))).t From the functional delta method, it follows that Vn (t) converges weakly to a W (s)ds/((t – a)h(t)). t (s)ds/((t -a)h(t)) , an asymptotic 100(1-) Thus, if c is the upper th percentile of supt[a,b] a W simultaneous confidence band for h(t), t I , can be obtained as^ h(t) expc n.To approximate the critical value c , again we use a resampling approximation. In Appendix B of the t ^ Supplementary Material available at Biostatistics online, the process a Wn (s)ds/(t – a) given the data t is shown to converge weakly to a W (s)ds/(t – a). From this and strong consistency of h(t), c can be Z-DEVD-FMK chemical information approximated empirically from a large number of realizations of the conditional distribution of t ^ supt[a,b] a Wn (s)ds/((t – a)h(t)) given the data. 4. S IMULATION STUDIES Without any finite-sample modifications, it was found that the empirical coverage probabilities of the proposed confidence bands for the hazard ratio were often lower than the nominal levels for small samples, especially with substantial censoring. In a series of simulation studies, we have gone through an extensive trial and error process to evaluate various modifications. In the end, we recommend that the left continu^ ous versions of the integrands in (2.3) be used. Also, instead of P(t; b), we will use the asymptotically t (ds;b) equivalent form exp – 0 H2K (s) . In addition, it is best to restrict to the time range [inf , sup ], where is the set of observations at which the weight function s(t) is less than or equal to the 90 th percentile of s(ti ), i = 1, . . . , n, with ti ‘s being the uncensored observations. This restriction is similar in spirit to the recommendations of Nair (1984) and Bie and others (1987), except we measure the extremeness of data by s(ti ). For the hazard ratio and small to moderate n, we choose the i ‘s in (3.1) to be a multiple of the HS-173 site standard normal variables. We will use an ad hoc multiplier of 1 + 1/(2 n) based on various simulations. For n equal to 400 or larger, the standard normal variables can be used. For the average hazard ratio, no such multiplier adjustment is necessary. Next, we report the results from some representative simulation studies. Here and for the real data application in Section 5 later, was set to exclude the last-order statistic. All numerical computations were done in “Matlab.” First, under the model of Yang and Prentice (2005), lifetime variables were generated with R(t) chosen to yield the standard exponential distribution for the control group. The values of were (log(0.9), log(1.2)) and (log(1.2), log(0.8)), representing 1/3 increase or decrease over time from the initial hazard ratio, respectively. The censoring variables were independent and identically distributed with the log-normal distribution, where the normal distribution had mean c and standard deviation 0.5, with c chosen to achieve various censoring rates. The empirical coverage probabilities were obtainedS. YANG AND R. L. P RENTICEfrom 1000 repetitions, and for each repetition, the critical values c and c were calculated empirically from 1000 realizations of relevant conditional distributions. The results of these simulations are summarized in Table 1, where the equal precision bands, Hall ellner type bands and unweighted band.-mean Gaussian process a W ^ and its covariance function is comparatively insensitive to the choice of weight function. Hence, than h(t) for simplicity, we consider only the process Vn (t) = n(ln(h(t)) – ln(h(t))).t From the functional delta method, it follows that Vn (t) converges weakly to a W (s)ds/((t – a)h(t)). t (s)ds/((t -a)h(t)) , an asymptotic 100(1-) Thus, if c is the upper th percentile of supt[a,b] a W simultaneous confidence band for h(t), t I , can be obtained as^ h(t) expc n.To approximate the critical value c , again we use a resampling approximation. In Appendix B of the t ^ Supplementary Material available at Biostatistics online, the process a Wn (s)ds/(t – a) given the data t is shown to converge weakly to a W (s)ds/(t – a). From this and strong consistency of h(t), c can be approximated empirically from a large number of realizations of the conditional distribution of t ^ supt[a,b] a Wn (s)ds/((t – a)h(t)) given the data. 4. S IMULATION STUDIES Without any finite-sample modifications, it was found that the empirical coverage probabilities of the proposed confidence bands for the hazard ratio were often lower than the nominal levels for small samples, especially with substantial censoring. In a series of simulation studies, we have gone through an extensive trial and error process to evaluate various modifications. In the end, we recommend that the left continu^ ous versions of the integrands in (2.3) be used. Also, instead of P(t; b), we will use the asymptotically t (ds;b) equivalent form exp – 0 H2K (s) . In addition, it is best to restrict to the time range [inf , sup ], where is the set of observations at which the weight function s(t) is less than or equal to the 90 th percentile of s(ti ), i = 1, . . . , n, with ti ‘s being the uncensored observations. This restriction is similar in spirit to the recommendations of Nair (1984) and Bie and others (1987), except we measure the extremeness of data by s(ti ). For the hazard ratio and small to moderate n, we choose the i ‘s in (3.1) to be a multiple of the standard normal variables. We will use an ad hoc multiplier of 1 + 1/(2 n) based on various simulations. For n equal to 400 or larger, the standard normal variables can be used. For the average hazard ratio, no such multiplier adjustment is necessary. Next, we report the results from some representative simulation studies. Here and for the real data application in Section 5 later, was set to exclude the last-order statistic. All numerical computations were done in “Matlab.” First, under the model of Yang and Prentice (2005), lifetime variables were generated with R(t) chosen to yield the standard exponential distribution for the control group. The values of were (log(0.9), log(1.2)) and (log(1.2), log(0.8)), representing 1/3 increase or decrease over time from the initial hazard ratio, respectively. The censoring variables were independent and identically distributed with the log-normal distribution, where the normal distribution had mean c and standard deviation 0.5, with c chosen to achieve various censoring rates. The empirical coverage probabilities were obtainedS. YANG AND R. L. P RENTICEfrom 1000 repetitions, and for each repetition, the critical values c and c were calculated empirically from 1000 realizations of relevant conditional distributions. The results of these simulations are summarized in Table 1, where the equal precision bands, Hall ellner type bands and unweighted band.