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错误设定的比例风险模型

Misspecified Proportional Hazard Models

Biometrika · 1986
被引 12
ABS 4

中文导读

研究了当比例风险模型设定错误时,基于该模型的估计量的性质,证明部分似然估计量对隐式定义的参数具有一致性,并分析了真实模型为加速失效时间或遗漏协变量时的影响。

Abstract

The properties of an estimator based on a proportional hazards model are investigated when the model is incorrect. The estimator from the partial likelihood is shown to be consistent for a parameter that is defined implicitly. The results are used to investigate the effects on estimation if the true model is accelerated failure time, or if covariates are omitted from the proportional hazards model.

计量经济学统计学生存分析应用数学