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A Nonrecursive Estimator for the Cox Model

✍ Scribed by DOZ. Dr. rer . Nat. habil Hendrik Schäbe

Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
413 KB
Volume
34
Category
Article
ISSN
0323-3847

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✦ Synopsis

Abstract

The Cox regression model is one of the most widely used models to incorporate covariates. The frequently used partial likelihood estimator of the regression parameter has to be computed iteratively. In this paper we propose a noniterative estimator for the regression parameter and show that under certain conditions it dominates another noniterative estimator derived by Kalbfleish and Prentice. The new estimator is demonstrated on lifetime data of rats having been subject to insult with a carcinogen.

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