Bootstrap investigation of the stability of a Cox regression model

We describe a bootstrap investigation of the stability of a Cox proportional hazards regression model resulting from the analysis of a clinical trial of azathioprine versus placebo in patients with primary biliary cirrhosis. We have considered stability to refer both to the choice of variables included in the model and, more importantly, to the predictive ability of the model. In stepwise Cox regression analyses of 100 bootstrap samples using 17 candidate variables, the most frequently selected variables were those selected in the original analysis, and no other important variable was identified. Thus there was no reason to doubt the model obtained in the original analysis. For each patient in the trial, bootstrap confidence intervals were constructed for the estimated probability of surviving two years. It is shown graphically that these intervals are markedly wider than those obtained from the original model.