Piecewise Cox models with right-censored data

被引：6

作者：

Wong, George Y. C. ^{[1
]}

Osborne, Michael P. ^{[2
]}

Diao, Qinggang ^{[3
]}

Yu, Qiqing ^{[3
]}

机构：

[1] Mt Sinai Beth Israel, Dept Integrat Med, New York, NY USA

[2] Strang Canc Prevent Inst, New York, NY USA

[3] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 10期

关键词：

Cox model; Semi-parametric MLE; Time-dependent covariates; PROPORTIONAL HAZARDS MODEL; TIME;

D O I：

10.1080/03610918.2016.1255968

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study a general class of piecewise Cox models. We discuss the computation of the semi-parametric maximum likelihood estimates (SMLE) of the parameters, with right-censored data, and a simplified algorithm for the maximum partial likelihood estimates (MPLE). Our simulation study suggests that the relative efficiency of the PMLE of the parameter to the SMLE ranges from 96% to 99.9%, but the relative efficiency of the existing estimators of the baseline survival function to the SMLE ranges from 3% to 24%. Thus, the SMLE is much better than the existing mathematics subject estimators.

引用

页码：7894 / 7908

页数：15

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