Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects
نویسندگان
چکیده
Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www-cpr.maxwell.syr.edu. All recent working papers and Policy Briefs can be read and/or printed from there as well. ABSTRACT In survival analysis, Cox's name is associated with the partial likelihood technique that allows consistent estimation of proportional hazard scale parameters without specifying a duration dependence baseline. In discrete choice analysis, McFadden's name is associated with the generalized extreme-value (GEV) class of logistic choice models that relax the independence of irrelevant alternatives assumption. This paper shows that the mixed class of proportional hazard specifications allowing consistent estimation of scale and mixing parameters using partial likelihood is isomorphic to the GEV class. Independent censoring is allowed and I discuss approximations to the partial likelihood in the presence of ties. Finally, the partial likelihood score vector can be used to construct log-rank tests that do not require the independence of observations involved.
منابع مشابه
COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS FOR THE PROPORTIONAL HAZARD MODEL WITH RANDOM EFFECTS By Jan Ondrich*
In survival analysis, Cox’s name is associated with the partial likelihood technique that allows consistent estimation of proportional hazard scale parameters without specifying a duration dependence baseline. In discrete choice analysis, McFadden’s name is associated with the generalized extreme-value (GEV) class of logistic choice models that relax the independence of irrelevant alternatives ...
متن کاملASYMPTOTIC INFERENCE FOR COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS By Jan Ondrich* Center for Policy Research Maxwell School of Citizenship and Public Affairs
متن کامل
The Effect of Time-dependent Prognostic Factors on Survival of Non-Small Cell Lung Cancer using Bayesian Extended Cox Model
Abstract Background: Lung cancer is one of the most common cancers around the world. The aim of this study was to use Extended Cox Model (ECM) with Bayesian approach to survey the behavior of potential time-varying prognostic factors of Non-small cell lung cancer. Materials and Methods: Survival status of all 190 patients diagnosed with Non-Small Cell lung cancer referring to hospitals in ...
متن کاملLife Duration of New Firms in Iranian Manufacturing Industries Using Cox Proportional Hazard Model
In this paper, the Cox proportional hazard model is used to answer several questions. In general, fourteen variables are applied in four groups: firm, industry, expenditure human resources specific characteristics as well. According to the previous literature in this field, the findings of this paper also show that the factors which affect life duration of firms are different between industries...
متن کاملA mixed model approach for structured hazard regression
The classical Cox proportional hazards model is a benchmark approach to analyze continuous survival times in the presence of covariate information. In a number of applications, there is a need to relax one or more of its inherent assumptions, such as linearity of the predictor or the proportional hazards property. Also, one is often interested in jointly estimating the baseline hazard together ...
متن کامل