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.

引用

页码：245 / 258

页数：14

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