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Hi, You may want to try the double exponential transformation on the numerator and the denominator on this one. The method is described in detail here: http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.prims/1145474600 If you want to give it a shot outside R there are a couple of C/C++ implementations out there: http://www.codeproject.com/KB/recipes/FastNumericalIntegration.aspx http://www.crbond.com/download/deint.c...

For any given pre-specified gene or short list of genes, yes the Cox model works fine. Two important caveats: 1. Remeber the rule of thumb for a Cox model of 20 events per variable (not n=20). Many microarray studies will have very marginal sample size. 2. If you are looking at many genes then a completely different strategy is required. There is a large and growing literature; I like Newton