Ontology highlight
ABSTRACT:
SUBMITTER: Li R
PROVIDER: S-EPMC6168090 | biostudies-literature | 2018 Oct
REPOSITORIES: biostudies-literature
Li Runze R Ren Jian-Jian JJ Yang Guangren G Yu Ye Y
Statistica Sinica 20181001 4
For theoretical properties of variable selection procedures for Cox's model, we study the asymptotic behavior of partial likelihood for the Cox model. We find that the partial likelihood does not behave like an ordinary likelihood, whose sample average typically tends to its expected value, a finite number, in probability. Under some mild conditions, we prove that the sample average of partial likelihood tends to infinity at the rate of the logarithm of the sample size, in probability. We apply ...[more]