Estimability in Cox models

Korakot Wichitsa-nguan (), Henning Läuter () and Hannelore Liero ()
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Korakot Wichitsa-nguan: University of Potsdam
Henning Läuter: University of Potsdam
Hannelore Liero: University of Potsdam

Statistical Papers, 2016, vol. 57, issue 4, No 15, 1140 pages

Abstract: 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.

Keywords: Cox model; Estimability; Asymptotic variance of maximum partial likelihood estimate; 62N02; MSC 62N01; 62G20 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00362-016-0755-x

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