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.

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