THE APPROXIMATION OF PARTIAL LIKELIHOOD WITH EMPHASIS ON CASE-CONTROL STUDIES

成果类型:
Article
署名作者:
FAREWELL, VT; PRENTICE, RL
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/67.2.273
发表日期:
1980
页码:
273278
关键词:
摘要:
For many case-control applications, previously suggested approximations to Cox''s (1972, 1975) partial likelihood in prospective applications are seriously inadequate. Alternative approximations based on unconditional maximum likelihood estimation and Taylor series expansion are developed and shown to yield an improvement over the previous methods. In particular, an approximation to the maximum partial likelihood estimator is proposed using the log partial likelihood and its derivatives at the origin. Theoretical calculations for data from matched pairs and triplets and some limited simulation illustrate the potential value of the new approximations. [Applicability to the proportional hazards model is discussed].