# Using the calibrate function in rms package for Cox model: use 'hare' method or 'KM'?

I'm creating a calibration plot for my breast cancer prognostic Cox model, which doesn't include any fancy transformations, using the calibrate() function in the rms package for R. Should I use the hare method or KM? Similar literature to what I'm doing always uses the KM method, but I'm curious if hare is more advantageous.

There are 3 options I have: use the KM method, use the hare method, or plot both hare and KM on one figure.

Here's sample code:

library(rms)
library(survival)
library(mice)

remove(veteran)
data(veteran)
veteran$trt=factor(veteran$trt,levels=c(1,2))
veteran$prior=factor(veteran$prior,levels=c(0,10))
survmod=with(veteran,Surv(time,status))
fit=cph(survmod~celltype+karno,data=veteran,surv=TRUE,u=100,x=T,y=T)
cal.KM <- calibrate(fit, u=100, cmethod='KM', m=20, B=20)
cal.hare=calibrate(fit,u=100,cmethod='hare',B=20)
plot(cal.hare)

Any method that requires binning of continuous variables is to be avoided. The often-used method of stratifying predicted values and then computing ordinary Kaplan-Meier estimates was always problematic - you could see this by how noisy the results appeared. I never use calibration methods based on binning/categorization any more. hare has more precision because it effectively uses interpolation across levels of predicted values, unlike stratification.