Maximum likelihood estimation in the proportional hazards model of random censorship

被引：8
|
作者：
Hollander, M [1 ]
Laird, G
Song, KS
机构：
[1] Florida State Univ, Dept Stat, Tallahassee, FL 32306 USA
[2] Florida State Univ, Ctr Stat Consulting, Tallahassee, FL 32306 USA
来源：
STATISTICS | 2001年 / 35卷 / 03期
关键词：
proportional hazards model; maximum likelihood estimation; Newton-Raphson iteration;
D O I：
10.1080/02331880108802734
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：
The maximum likelihood estimator (MLE) for the survival function S-T under the proportional hazards model of censorship is derived and shown to differ from the Abdushukurov-Cheng-Lin estimator when the class of allowable distributions includes all continuous and discrete distributions. The estimators are compared via an example. The MLE is calculated using a Newton-Raphson iterative procedure and implemented via a FORTRAN algorithm.
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页码：245 / 258
页数：14
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