Abstract
This paper develops an approximation formula for the asymptotic relative efficiency of the partial likelihood estimator in the proportional hazard model of Cox (1972). It extends the results of Kabfleisch (1974) and Kay (1979) to multiple covariates, censorings, and a general form of baseline hazard. It finds, in particular, that the efficiency of the partial likelihood estimator increases as the complexity of the baseline hazard or the severity of the censoring increase in the model.
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.