Global Partial Likelihood for Nonparametric Proportional Hazards Models.

ABSTRACT: 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 estimation of the cumulative baseline hazard function, using the proposed estimator ψ̂(x), is proved to be efficient. The asymptotic bias and variance are derived under regularity conditions. Computation of the estimator involves an iterative but simple algorithm. Extensive simulation studies provide eviden

SUBMITTER: Chen K 

PROVIDER: S-EPMC3404854 | biostudies-literature | 2010 Jan

REPOSITORIES: biostudies-literature