Cox proportional hazards

• time-varying covariates and censoring
• continuously time-varying covariates allowed
• conventional or robust estimates of variance
• stratified estimation
• sampling weights
• four ways to handle ties: Breslow, exact partial likelihood, exact marginal likelihood, and Efron
• martingale, efficient score, Cox–Snell, Schoenfeld, and deviance residuals
• tests for proportional hazards
• estimates of baseline survival, hazard, and cumulative hazard functions
• shared frailty models
• Harrell's C and Somers' D statistics measuring concordance*

Parametric survival models

• exponential
• Weibull
• Gompertz
• lognormal
• log-logistic
• generalized log-gamma
• martingale-like, score, Cox–Snell, Schoenfeld, and deviance residuals
• plots of predicted survival, hazard, and cumulative hazard functions
• individual-level frailty
• group-level or shared frailty
• stratified models
• linear constraints

Features of survival models

• single or multiple failure data
• left truncation
• right censoring
• time-varying regressors
• gaps
• recurring events
• start-stop format
• different types of failure events
• multiple time scales allowed
• conventional or robust estimates of variance

Kaplan–Meier and Nelson–Aalen

• graph estimates and confidence intervals
• list estimates and confidence intervals
• test (log-rank, Mantel–Haenszel, Wilcoxon–Breslow, Tarone–Ware, Fleming–Harrington, Peto–Peto–Prentice)
• test for trend
• calculate level and confidence interval of survivor function
• report mean survival time and confidence interval
• Cox regression-adjusted estimates (optional)

Summary tables

• time at risk, incidence rate, number of subjects, 25th, 50th, and 75th percentiles of survival time
• incidence rate ratio and difference
• life tables
• rates and SMRs by one or more categorical variables
• stratified rate ratios

Utilities

• create nested case-control datasets
• split and join time records
• conver snapshot data into time-span data
• calculate person-time (person-years), incidence rates, and standardized mortality/morbidity ratios (SMR)

Predictions

• mean or median time to failure
• mean or median log time
• hazard
• hazard ratios
• survival probabilities

Marginal effects

• marginal effects and elasticities
• standard errors and confidence intervals
• at means or specified covariate values
• any predicted statistic