COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS FOR THE PROPORTIONAL HAZARD MODEL WITH RANDOM EFFECTS By Jan Ondrich*

ASYMPTOTIC INFERENCE FOR COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS By Jan Ondrich* Center for Policy Research Maxwell School of Citizenship and Public Affairs

Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects

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 param...

Marginal Structural Cox Models with Case-Cohort Sampling

A common objective of biomedical cohort studies is assessing the effect of a time-varying treatment or exposure on a survival time. In the presence of time-varying confounders, marginal structural models fit using inverse probability weighting can be employed to obtain a consistent and asymptotically normal estimator of the causal effect of a time-varying treatment. This article considers estim...

A Monte Carlo Study to Evaluate the Robust Standard Error Feature in the PHREG procedure

Cox proportional hazards model is the most commonly used regression model to analyze survival data. The regression parameters in a Cox model can be estimated by maximizing the partial likelihood (Cox 1972, 1975). When the association is presented in the data due to matching design, recurrent events or multiple types of failure, the marginal approach can be used to adjust for association. In thi...

Marginal Structural Cox Models with Case-Cohort Sampling.

A common objective of biomedical cohort studies is assessing the effect of a time-varying treatment or exposure on a survival time. In the presence of time-varying confounders, marginal structural models fit using inverse probability weighting can be employed to obtain a consistent and asymptotically normal estimator of the causal effect of a time-varying treatment. This article considers estim...