Ontology highlight
ABSTRACT:
SUBMITTER: Chen K
PROVIDER: S-EPMC3404854 | biostudies-literature | 2010 Jan
REPOSITORIES: biostudies-literature
Chen Kani K Guo Shaojun S Sun Liuquan L Wang Jane-Ling JL
Journal of the American Statistical Association 20100101 490
As an alternative to the local partial likelihood method of Tibshirani and Hastie and Fan, Gijbels, and King, a global partial likelihood method is proposed to estimate the covariate effect in a nonparametric proportional hazards model, λ(t|x) = exp{ψ(x)}λ(0)(t). The estimator, ψ̂(x), reduces to the Cox partial likelihood estimator if the covariate is discrete. The estimator is shown to be consistent and semiparametrically efficient for linear functionals of ψ(x). Moreover, Breslow-type estimati ...[more]