Median survival times and their associated
confidence intervals are often used to summarize the survival
outcome of a group of patients in clinical trials with
failure-time endpoints. Although there is an extensive
literature on this topic for the case in which the patients come
from a homogeneous population, few papers have dealt with the
case in which covariates are present as in the proportional
hazards model. In this talk we propose a new test-based approach
to this problem and demonstrate its advantages over existing
methods, not only for the proportional hazards model but also
for the widely studied cases where covariates are absent and
where there is no censoring. Asymptotic theory and simulation
studies show that the proposed method indeed yields confidence
intervals with accurate coverage errors. The test-based approach
is extended to handle the more difficult problem of constructing
confidence intervals for the regression parameter of the Cox
model following a time-sequential clinical trial with censored
survival data. Asymptotic theory and simulation studies show
that the confidence intervals thus constructed have coverage
probabilities close to the nominal values.