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Estimability in Cox models

Author

Listed:
  • Korakot Wichitsa-nguan

    (University of Potsdam)

  • Henning Läuter

    (University of Potsdam)

  • Hannelore Liero

    (University of Potsdam)

Abstract

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 $$\mathbf {X}$$ X and an unknown baseline hazard rate $$\lambda _0(\cdot )$$ λ 0 ( · ) . We find conditions for estimability and asymptotic estimability. The asymptotic variance matrix of the MPLE is represented and properties are discussed.

Suggested Citation

  • Korakot Wichitsa-nguan & Henning Läuter & Hannelore Liero, 2016. "Estimability in Cox models," Statistical Papers, Springer, vol. 57(4), pages 1121-1140, December.
    • Handle: RePEc:spr:stpapr:v:57:y:2016:i:4:d:10.1007_s00362-016-0755-x
    DOI: 10.1007/s00362-016-0755-x
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    References listed on IDEAS

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    1. Thomas H. Scheike & Torben Martinussen, 2004. "On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(1), pages 51-62, March.
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