Abstract
Under certain conditions, such as the presence of near colinearity in the data matrix, the computation of the Newton direction in proportional hazards estimation is subject to numerical difficulties that may contaminate the final estimates. This paper demonstrates an algorithm that yields incrased accurancy when computing the Newton direction in such cases and presents the results of a Monte Carlo trial comparing the algorithm with standard computations.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
