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Estimability in Cox models
- Our procedure of estimating is the maximum partial likelihood estimate (MPLE) which is the appropriate estimate in the Cox model with a general censoring distribution, covariates and an unknown baseline hazard rate . We find conditions for estimability and asymptotic estimability. The asymptotic variance matrix of the MPLE is represented and properties are discussed.
| Author details: | Korakot Wichitsa-Nguan, Henning Läuter, Hannelore Liero |
|---|---|
| DOI: | https://doi.org/10.1007/s00362-016-0755-x |
| ISSN: | 0932-5026 |
| ISSN: | 1613-9798 |
| Title of parent work (English): | Statistical Papers |
| Publisher: | Springer |
| Place of publishing: | New York |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2016 |
| Publication year: | 2016 |
| Release date: | 2020/03/22 |
| Tag: | Asymptotic variance of maximum partial likelihood estimate; Cox model; Estimability |
| Volume: | 57 |
| Number of pages: | 20 |
| First page: | 1121 |
| Last Page: | 1140 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer review: | Referiert |
