Abstract
In this paper we propose an asymptotic least squares method of estimation and test for proportional hazards and accelerated life models with qualitative covariates. We use Nelson-Aalen estimators of the cumulative hazards on the left-hand side of a regression equation whose coefficients are the covariates effects. In this case, asymptotic least squares reduce to generalized least squares on the corresponding regression equation, giving consistent estimates and specification tests. Examples show that asymptotic least squares and other traditional estimators give very close results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: 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.