Social Science Statistics Blog

Here is the syntax for the command:
s.out: Simulated output from Zelig for each curve organized as a list()
duration: Surival time
censor: Censoring indicator
type: Display type for confidence bands. The default is "line" but "poly" is also supported (to create the shaded region in the right plot above).
plotcensor: Creates rug() plot indicating censoring times (Default is TRUE)
plottimes: plots a point for each survival time in the step function (Default is TRUE)
int: Desired uncertainty interval (Default is c(0.025,0.975) which corresponds to a 95% interval)

Here's the plot.surv() source code, and below I've copied the R code I used to create the plots above:

library(Zelig)
data(coalition)

# Fit the Cox Model
z.out1 <- zelig(Surv(duration,ciep12)~invest+numst2+crisis,
robust=TRUE,cluster="polar",model="coxph",data=coalition)

# Set Low and High Quantities of Interest
low <- setx(z.out1,numst2=0)
high <- setx(z.out1,numst2=1)

# Simulate for Each
s.out1 <- sim(z.out1,x=low)
s.out2 <- sim(z.out1,x=high)

# Create list output that contains both simulations
out <- list(s.out1,s.out2)

# Plot the results
par(mfrow=c(1,2))
surv.plot(s.out=out,duration=coalition$duration,censor=coalition$ciep12,type="line",plottimes=TRUE)
surv.plot(s.out=out,duration=coalition$duration,censor=coalition$ciep12,type="poly",plotcensor=TRUE)